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Sur la distribution de certaines fonctionnelles de l'int�grale du mouvement Brownien avec d�rives parabolique et cubique

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DOI<1299::AID-CPA4>3.0.CO;2-5 10.1002/(SICI)1097-0312(199612)49:12<1299::AID-CPA4>3.0.CO;2-5zbMath0867.60050OpenAlexW1998977636MaRDI QIDQ5691199

Aimé Lachal

Publication date: 4 August 1997

Full work available at URL: https://doi.org/10.1002/(sici)1097-0312(199612)49:12<1299::aid-cpa4>3.0.co;2-5


zbMATH Keywords

integral of Brownian motion


Mathematics Subject Classification ID

Brownian motion (60J65)


Related Items (5)

A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator ⋮ A Markovian event-based framework for stochastic spiking neural networks ⋮ Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes ⋮ Integrated Brownian motion, conditioned to be positive ⋮ A new approach to goodness-of-fit testing based on the integrated empirical process*




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