A family of integral representations for the Brownian variables.

zbMath1035.60056MaRDI QIDQ1413105

Nathalie Eisenbaum, Yue Yun Hu

Publication date: 16 November 2003

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_2003__39_6_1083_0

zbMATH Keywords

area integralBrownian motionintegral representationflow

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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