The Brownian bridge as a flat integral

DOI10.1017/S0305004100078154zbMath0735.60082MaRDI QIDQ3982607

Nigel J. Cutland

Publication date: 26 June 1992

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

Brownian bridgestochastic integralCameron-Martin formulanon-standard flat integral representation

Mathematics Subject Classification ID

Brownian motion (60J65) Nonstandard models in mathematics (03H05)

Related Items (2)

The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ A mathematical flat integral realization and a large deviation result for the free Euclidean field

Cites Work

• Nonstandard Measure Theory and its Applications
• Infinitesimals in Action

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