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Teoriya Veroyatnostei i ee Primeneniya, 1960, Volume 5, Issue 4, Pages 441–452
(Mi tvp4852)
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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
Additive Functionals of a Wiener Process Determined by Stochastic Integrals
E. B. Dynkin Moscow
Abstract:
We give definitions of additive and almost additive functionals of Markov processes and prove a general theorem about such functionals. Then we investigate the additive functionals of the $n$-dimensional Wiener process determined by stochastic integrals.
Received: 18.01.1960
Citation:
E. B. Dynkin, “Additive Functionals of a Wiener Process Determined by Stochastic Integrals”, Teor. Veroyatnost. i Primenen., 5:4 (1960), 441–452; Theory Probab. Appl., 5:4 (1960), 402–410
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https://www.mathnet.ru/eng/tvp4852 https://www.mathnet.ru/eng/tvp/v5/i4/p441
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Abstract page: | 117 | Full-text PDF : | 122 |
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