Additive Functionals of the Brownian Movement Process
Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 4, pp. 430-439
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In this article it is established that under certain general conditions the additive functional of the process of Brownian motion is given by formula (1).
@article{TVP_1961_6_4_a4,
author = {A. V. Skorokhod},
title = {Additive {Functionals} of the {Brownian} {Movement} {Process}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {430--439},
year = {1961},
volume = {6},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1961_6_4_a4/}
}
A. V. Skorokhod. Additive Functionals of the Brownian Movement Process. Teoriâ veroâtnostej i ee primeneniâ, Tome 6 (1961) no. 4, pp. 430-439. http://geodesic.mathdoc.fr/item/TVP_1961_6_4_a4/