Geodesic
On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions
Teoriâ slučajnyh processov, Tome 19 (2014) no. 1, pp. 46-51

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An explicit formula for the characteristic function of the $L_2$-norm of a path of the Ornshtein-Uhlenbeck process is established and some application of the result is given.
Keywords: Wiener process, Ornshtein-Uhlenbeck process
Mots-clés : Cameron-Martin formula. 
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     title = {On {Ornshtein-Uhlenbeck's} measure of a {Hilbert} ball in the space of continuous functions},
     journal = {Teori\^a slu\v{c}ajnyh processov},
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M. M. Osypchuk; M. I. Portenko. On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions. Teoriâ slučajnyh processov, Tome 19 (2014) no. 1, pp. 46-51. http://geodesic.mathdoc.fr/item/THSP_2014_19_1_a4/