Geodesic
Additive Functionals of a Wiener Process Determined by Stochastic Integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 4, pp. 441-452

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We give definitions of additive and almost additive functionals of Markov processes and prove a general theorem about such functionals. Then we investigate the additive functionals of the $n$-dimensional Wiener process determined by stochastic integrals. 
@article{TVP_1960_5_4_a5,
     author = {E. B. Dynkin},
     title = {Additive {Functionals} of a {Wiener} {Process} {Determined} by {Stochastic} {Integrals}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {441--452},
     publisher = {mathdoc},
     volume = {5},
     number = {4},
     year = {1960},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1960_5_4_a5/}
}
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E. B. Dynkin. Additive Functionals of a Wiener Process Determined by Stochastic Integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 4, pp. 441-452. http://geodesic.mathdoc.fr/item/TVP_1960_5_4_a5/