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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 1, Pages 32–44 (Mi tvp2153)

This article is cited in 2 papers

Local additive functionals of Gaussian random fields

R. L. Dobrušin, M. Ya. Kel'bert

Moscow

Abstract: Local additive functional $\Xi$ is a random finite-additive measure whose value on the parallelepiped $V\subset R^\nu$ belongs to the $\sigma$-algebra $\mathfrak B_V$ generated by the values of generalized Gaussian random field $\zeta=\{\zeta(\varphi),\varphi\in\mathfrak Y(R^\nu)\}$ on $V$. This functional are described in terms of their representation as multiple stochastic Wiener–Ito integrals.

Received: 18.03.1981


 English version:
Theory of Probability and its Applications, 1984, 28:1, 35–42

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