Additive Functionals of a Wiener Process Determined by Stochastic Integrals-Reference-Cited by-同舟云学术

Additive Functionals of a Wiener Process Determined by Stochastic Integrals

Published:1960-01 Issue:4 Volume:5 Page:402-410
ISSN:0040-585X
Container-title:Theory of Probability & Its Applications
language:en
Short-container-title:Theory Probab. Appl.

Author:

Dynkin E. B.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://epubs.siam.org/doi/pdf/10.1137/1105040

Reference5 articles.

1. I. P. Natanson, Theory of functions of a real variable, Frederick Ungar Publishing Co., New York, 1955, 277–, (English translation from Russian.)MR0067952 (16,804c)

2. Felix Hausdorff, Set theory, Chelsea Publishing Company, New York, 1957, 352–, (English translation from German.)MR0086020 (19,111a)0081.04601

3. On a Formula Concerning Stochastic Differentials

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