On the extension of an identity in law between the Brownian bridge and the variance of the Brownian motion

DOI10.1016/0304-4149(94)90135-XzbMath0802.60073OpenAlexW2008181897MaRDI QIDQ1316599

Ching-Sung Chou

Publication date: 10 April 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90135-x

zbMATH Keywords

Mercer's decompositionreal Brownian bridgereal Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• Fubini's theorem for double Wiener integrals and the variance of the Brownian path
• An explanation of the Ciesielski-Taylor theorem

This page was built for publication: On the extension of an identity in law between the Brownian bridge and the variance of the Brownian motion