On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions

M. M. Osypchuk, M. I. Portenko
Theory of Stochastic Processes
Vol.19 (35), no.1, 2014, pp.46-51
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.