On an identity in law between Brownian quadratic functionals

DOI10.1016/j.spl.2013.05.013zbMath1290.60081OpenAlexW2087373514MaRDI QIDQ2637367

Ju-Yi Yen, Marc Yor

Publication date: 11 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.05.013

zbMATH Keywords

Brownian quadratic functionalsdistributional integration by parts

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

On moments of Brownian functionals and their interpretation in terms of random walks

Cites Work

• Aspects of Brownian motion

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