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

Authors

  • M. M. Osipchuk

Abstract

A transformation of the Wiener process ξ_t in ℝ^m is considered. This transformation is realized by a multiplicative functional α_l = u(ξ_l/u(ξ_0), 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.

Published

25.06.1993

Issue

Section

Short communications

How to Cite

Osipchuk, M. M. “On a Transformation of the Wiener Process in ℝ^m by a Functional of the Local Time Type on a Surface”. Ukrains’kyi Matematychnyi Zhurnal, vol. 45, no. 6, June 1993, pp. 863–866, https://umj.imath.kiev.ua/index.php/umj/article/view/5875.