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On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions
M. M. Osypchuka, M. I. Portenkob a Vasyl Stefanyk PreCarpathian National University
b Institute of Mathematics of Ukrainian National Academy of Sciences
Аннотация:
An explicit formula for the characteristic function of the L2-norm of a path of the Ornshtein-Uhlenbeck process is established and some application of the result is given.
Ключевые слова:
Wiener process, Ornshtein-Uhlenbeck process, Cameron-Martin formula.
Образец цитирования:
M. M. Osypchuk, M. I. Portenko, “On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions”, Theory Stoch. Process., 19(35):1 (2014), 46–51
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp5 https://www.mathnet.ru/rus/thsp/v19/i1/p46
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Страница аннотации: | 182 | PDF полного текста: | 64 | Список литературы: | 85 |
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