On weak Brownian motions of arbitrary order

DOI10.1016/S0246-0203(00)00133-3zbMath0968.60069OpenAlexW1612188185MaRDI QIDQ1584871

Marc Yor, Ching-Tang Wu, Hans Föllmer

Publication date: 6 February 2001

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_2000__36_4_447_0

zbMATH Keywords

Brownian motionWiener measuremarginal distributionsweak Brownian motionVolterra kernel

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Generalizations of martingales (60G48) Volterra integral equations (45D05)

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