Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 4, pp. 441-452
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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/
@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},
year = {1960},
volume = {5},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1960_5_4_a5/}
}
TY - JOUR
AU - E. B. Dynkin
TI - Additive Functionals of a Wiener Process Determined by Stochastic Integrals
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1960
SP - 441
EP - 452
VL - 5
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1960_5_4_a5/
LA - ru
ID - TVP_1960_5_4_a5
ER -
%0 Journal Article
%A E. B. Dynkin
%T Additive Functionals of a Wiener Process Determined by Stochastic Integrals
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1960
%P 441-452
%V 5
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1960_5_4_a5/
%G ru
%F TVP_1960_5_4_a5
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.
