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Brownian excursions, stochastic integrals, and representation of Wiener functionals

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Publication:850399
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DOI10.1214/EJP.v11-310zbMath1112.60043MaRDI QIDQ850399

Jean Picard

Publication date: 3 November 2006

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127424



Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)


Related Items (3)

Energy image density property and the lent particle method for Poisson measures ⋮ Functional Itō calculus and stochastic integral representation of martingales ⋮ A tree approach to \(p\)-variation and to integration




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