Advertisement

Nonnegative, additive functionals of a Wiener process

  • E. B. Dynkin
Part of the Die Grundlehren der Mathematischen Wissenschaften book series (GL, volume 121/122)

Abstract

In this chapter we will study continuous,nonnegative, finite, additive,almost homogeneous functionals of a Wiener process. We will call them S-functionals.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin · Göttingen · Heidelberg 1965

Authors and Affiliations

  • E. B. Dynkin
    • 1
  1. 1.University of MoscowRussia

Personalised recommendations