The monograph of �st�nel and Zakai deals with the application of the Malliavin calculus to derive relations between the Wiener process and other processes which are in some sense " similar " to the probability law of the Wiener process.
12.
Then the process of outcomes of a succession of draws from the urn ( with replacement but without the duplication ) has " approximately the same probability law " as does the above P�lya scheme in which the actual urn content was not hidden from him.
13.
Suppose for example ( Broome, 1995 ) that the envelope with the smaller amount actually contains 2 " n " dollars with probability 2 " n " / 3 " n " + 1 where " n " = 0, 1, 2, & These probabilities sum to 1, hence the distribution is a proper prior ( for subjectivists ) and a completely decent probability law also for frequentists.
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