Some remarks on integral parameters of Wiener process
Spectral Theory
2012-12-06 v1
Abstract
We consider integrals , where is Wiener process and is generalized function from some class of multipliers. In the case when multiplier belongs to the trace-class, it is shown that has -distribution (or analogous). An example of multiplier not belonging to the trace-class is constructed.
Keywords
Cite
@article{arxiv.1212.1152,
title = {Some remarks on integral parameters of Wiener process},
author = {A. A. Vladimirov},
journal= {arXiv preprint arXiv:1212.1152},
year = {2012}
}
Comments
8 pages