A. V. Skorokhod, “Additive Functionals of the Brownian Movement Process”, Teor. Veroyatnost. i Primenen., 1961, Volume 6, Issue 4,Pages <nobr>430

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Teor. Veroyatnost. i Primenen., 1961 Volume 6, Issue 4, Pages 430–439 (Mi tvp4799)

Short Communications

Additive Functionals of the Brownian Movement Process

A. V. Skorokhod

Kiev

Abstract: In this article it is established that under certain general conditions the additive functional of the process of Brownian motion is given by formula (1).

Received: 02.02.1961

Fulltext: PDF file (939 kB)

English version: Theory of Probability and its Applications, 1961, 6:4, 396–404