On a transformation of the Wiener process in \(\mathbb{R}^ m\) by a functional of the local time type on a surface (Q1336012)
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scientific article; zbMATH DE number 652262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a transformation of the Wiener process in \(\mathbb{R}^ m\) by a functional of the local time type on a surface |
scientific article; zbMATH DE number 652262 |
Statements
On a transformation of the Wiener process in \(\mathbb{R}^ m\) by a functional of the local time type on a surface (English)
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10 November 1994
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transformation of the Wiener process
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multiplicative functional
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local time
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change of a measure
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0.8987128
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0.8938438
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0.88604385
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0.88554734
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0.87314457
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