On stochastic areas and averages of planar Brownian motion (Q5748703)
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scientific article; zbMATH DE number 4182556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic areas and averages of planar Brownian motion |
scientific article; zbMATH DE number 4182556 |
Statements
On stochastic areas and averages of planar Brownian motion (English)
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1989
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characteristic function
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stochastic area of planar Brownian motion
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Lévy's stochastic area formula
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decomposition of Brownian motion
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Legendre polynomials
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