Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 32-44
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R. L. Dobrušin; M. Ya. Kel'bert. Local additive functionals of Gaussian random fields. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 32-44. http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a1/
@article{TVP_1983_28_1_a1,
author = {R. L. Dobru\v{s}in and M. Ya. Kel'bert},
title = {Local additive functionals of {Gaussian} random fields},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {32--44},
year = {1983},
volume = {28},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a1/}
}
TY - JOUR
AU - R. L. Dobrušin
AU - M. Ya. Kel'bert
TI - Local additive functionals of Gaussian random fields
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1983
SP - 32
EP - 44
VL - 28
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a1/
LA - ru
ID - TVP_1983_28_1_a1
ER -
%0 Journal Article
%A R. L. Dobrušin
%A M. Ya. Kel'bert
%T Local additive functionals of Gaussian random fields
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1983
%P 32-44
%V 28
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a1/
%G ru
%F TVP_1983_28_1_a1
Local additive functional $\Xi$ is a random finite-additive measure whose value on the parallelepiped $V\subset R^\nu$ belongs to the $\sigma$-algebra $\mathfrak B_V$ generated by the values of generalized Gaussian random field $\zeta=\{\zeta(\varphi),\varphi\in\mathfrak Y(R^\nu)\}$ on $V$. This functional are described in terms of their representation as multiple stochastic Wiener–Ito integrals.
