On a transformation of the wiener process in ℝ by a functional of the local time type on a surface.

Autor: Osipchuk, M.
Zdroj: Ukrainian Mathematical Journal; Jun1993, Vol. 45 Issue 6, p954-958, 5p
Abstrakt: A transformation of the Wiener process ξ in ℝ is considered. This transformation is realized by a multiplicative functional α= u(ξ/ u(ξ), where the function u is constructed in a certain way by using a functional of the local time type on a surface. It is proved that this transformation is equivalent to the successive application of an absolutely continuous change of a measure and killing on the surface. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index
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