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An explanation of the Ciesielski-Taylor theorem

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Publication:1178303
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zbMath0743.60080MaRDI QIDQ1178303

Marc Yor

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_201_0

zbMATH Keywords

Fubini theoremlocal timesBessel processesWiener integrals


Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)


Related Items

Some Brownian functionals and their laws, Stefan problem with surface tension: global existence of physical solutions under radial symmetry, Fubini theorem for multiparameter stable process, The occupation time of Brownian motion in a ball, A Ciesielski-Taylor type identity for positive self-similar Markov processes, On moments of Brownian functionals and their interpretation in terms of random walks, On the extension of an identity in law between the Brownian bridge and the variance of the Brownian motion



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