Lévy's area under conditioning

DOI10.1016/J.ANIHPB.2005.02.003zbMath1099.60054OpenAlexW1980406213MaRDI QIDQ2490108

Peter K. Friz, Daniel W. Stroock, Terence J. Lyons

Publication date: 28 April 2006

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2006__42_1_89_0

zbMATH Keywords

Brownian motionsupport theoremrough pathHölder topology

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05)

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