Étude de processus généralisant l'aire de Lévy

DOI10.1007/BF00776243zbMath0597.60071MaRDI QIDQ1079299

R. Berthuet

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

characteristic functioniteratedLevy's stochastic areaslogarithm theorem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Strong limit theorems (60F15) Brownian motion (60J65)

Related Items (2)

On an extension of Lévy's stochastic area process to higher dimensions ⋮ Strassen's law of the iterated logarithm for diffusion processes for small time

Cites Work

• Levy's stochastic area formula in higher dimensions
• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• Stochastic differential equations and Nilpotent Lie algebras
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