scientific article
From MaRDI portal
Publication:4003243
zbMath0746.60026MaRDI QIDQ4003243
Publication date: 18 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wiener measureBrownian bridgeOrnstein-Uhlenbeck processinvariance principleGibbs measureslarge deviation of Brownian sheetlarge deviation problemsquadratic variation of Brownian sample pathself-similarity of Brownian motion
Related Items (5)
Constructing functions with prescribed pathwise quadratic variation ⋮ Optimal Couplings on Wiener Space and An Extension of Talagrand’s Transport Inequality ⋮ A Fourier analysis based new look at integration ⋮ On a class of generalized Takagi functions with linear pathwise quadratic variation ⋮ Doob decomposition, Dirichlet processes, and entropies on Wiener space
This page was built for publication: