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Teoriya Veroyatnostei i ee Primeneniya, 1960, Volume 5, Issue 4, Pages 441–452 (Mi tvp4852)  
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
Full-text PDF (1021 kB) Citations (5)
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
English version:
Theory of Probability and its Applications, 1960, Volume 5, Issue 4, Pages 402–410
DOI: https://doi.org/10.1137/1105040
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Dyn60}
\by E.~B.~Dynkin
\paper Additive Functionals of a Wiener Process Determined by Stochastic Integrals
\jour Teor. Veroyatnost. i Primenen.
\yr 1960
\vol 5
\issue 4
\pages 441--452
\mathnet{http://mi.mathnet.ru/tvp4852}
\transl
\jour Theory Probab. Appl.
\yr 1960
\vol 5
\issue 4
\pages 402--410
\crossref{https://doi.org/10.1137/1105040}
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  • https://www.mathnet.ru/eng/tvp/v5/i4/p441
    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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