On some Fourier aspects of the construction of certain Wiener integrals

DOI10.1016/j.spa.2006.06.002zbMath1113.60055OpenAlexW2043783397MaRDI QIDQ873603

Marc Yor, Yuu Hariya, Tadahisa Funaki, Francis Hirsch

Publication date: 29 March 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.06.002

zbMATH Keywords

quadratic formstempered distributionsoptimal boundsWiener integrals

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (1)

On the construction of Wiener integrals with respect to certain pseudo-Bessel processes

Cites Work

• On the construction of Wiener integrals with respect to certain pseudo-Bessel processes
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