On a transformation of the wiener process in $ℝ^m$ by a functional of the local time type on a surface
A transformation of the Wiener process $ξ_t$ in $ℝ^m$ is considered. This transformation is realized by a multiplicative functional $α_l = u(ξ_l/u(ξ_0)$, where the function $u$ is constructed in a certain way by using a functional of the local time type on a surface. It is proved that this transform...
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| Date: | 1993 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1993
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5875 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |