Transformations preserving a Wiener measure

DOI10.1007/BF00966417zbMath0536.60081OpenAlexW1997989022MaRDI QIDQ792016

A. K. Grincevičius

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1007/bf00966417

zbMATH Keywords

Wiener measuretransformation of standard Wiener process

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• A generalized theory of multiplicative stochastic processes using cumulant techniques
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