Fubini's theorem for double Wiener integrals and the variance of the Brownian path
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Publication:1178302
zbMath0738.60074MaRDI QIDQ1178302
Marc Yor, Catherine Donati-Martin
Publication date: 26 June 1992
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_2_181_0
Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)
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