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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2003 Volume 48, Issue 1, Pages 43–61 (Mi tvp300)

This article is cited in 3 papers

Random mappings and a generalized additive functionals of a Wiener process

A. A. Dorogovtsev, V. V. Bakunin

Institute of Mathematics, Ukrainian National Academy of Sciences

Abstract: The definition of a generalized additive homogeneous functional of a Wiener process is introduced. It is shown that a generalized functional is uniquely specified by its characteristics. In this case the functions from the Schwartz space $S^*$ of slowly growing generalized functions play the role of generating functions.

Keywords: generalized Wiener functionals, multiple stochastic integrals, additive functionals.

Received: 20.04.2000

DOI: 10.4213/tvp300


 English version:
Theory of Probability and its Applications, 2004, 48:1, 63–79

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