Brownian motion and its functionals

zbMath0622.60091MaRDI QIDQ1091047

Takeyuki Hida

Publication date: 1985

Published in: Ricerche di Matematica (Search for Journal in Brave)

zbMATH Keywords

integral representationrotation groupKac formulacausal calculusfunctionals of Brownian motionsurvey on Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Generalized stochastic processes (60G20)

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