On a transformation of the Wiener process in \(\mathbb{R}^ m\) by a functional of the local time type on a surface

DOI10.1007/BF01061446zbMath0805.60081MaRDI QIDQ1336012

M. M. Osypchuk

Publication date: 10 November 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

local timemultiplicative functionalchange of a measuretransformation of the Wiener process

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

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