On some examples of quadratic functionals of Brownian motion

DOI10.2307/1427524zbMath0781.60066OpenAlexW2022315584MaRDI QIDQ3142675

Marc Yor, Catherine Donati-Martin

Publication date: 17 February 1994

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427524

zbMATH Keywords

complex Brownian motionBrownian quadratic functionalsdiagonalization procedure of Paul Lévyinvariance properties of the distribution of Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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