On Ornshteіn-Uhlenbeck's measure of a Hіlbert ball іn the space of contіnuous functіons

Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/5872

Title:	On Ornshteіn-Uhlenbeck's measure of a Hіlbert ball іn the space of contіnuous functіons
Authors:	Osypchuk, Mykhailo Portenko, Mykola
Keywords:	Wiener process Ornshtein-Uhlenbeck process Cameron-Martin formula
Issue Date:	Jun-2014
Citation:	Osypchuk M.M. On Ornshteіn-Uhlenbeck's measure of a Hіlbert ball іn the space of contіnuous functіons/ M.M. Osypchuk, M.І. Portenko// Theory Stoch. Process. -2014. -V. 19(35), 1. -P. 46-51.
Abstract:	An explicit formula for the characteristic function of the L 2 -norm of a path of the Ornshtein-Uhlenbeck process is established and some application of the result is given.
URI:	http://hdl.handle.net/123456789/5872
Appears in Collections:	Статті та тези (ФМІ)

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