Le Mouvement Brownien Plan

DOI10.2307/2371467zbMath0024.13906OpenAlexW2326878890WikidataQ110994049 ScholiaQ110994049MaRDI QIDQ5778316

Paul Lévy

Publication date: 1940

Published in: American Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2371467

Mathematics Subject Classification ID

Brownian motion (60J65) Transport processes in time-dependent statistical mechanics (82C70)

Related Items (25)

Quadratic variation along refining partitions: constructions and examples ⋮ \(p\)-variation of strong Markov processes. ⋮ A Berry-Esséen bound for \(H\)-variation of a Gaussian process ⋮ On Brownian motion, simple paths, and loops ⋮ Consistent estimates of deformed isotropic Gaussian random fields on the plane ⋮ Unnamed Item ⋮ Harmonic analysis of additive Lévy processes ⋮ On the consistent separation of scale and variance for Gaussian random fields ⋮ SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES ⋮ Law of the iterated logarithm for the quadratic variation of a Wiener process ⋮ A central limit theorem for a weighted power variation of a Gaussian process ⋮ Limit theorems of Baxter type for generalized random Gaussian processes with independent values ⋮ The Wiener measure on the Heisenberg group and parabolic equations ⋮ On invariant Gibbs measures conditioned on mass and momentum ⋮ Critical Brownian sheet does not have double points ⋮ On Baxter type theorems for generalized random Gaussian processes with independent values ⋮ Adding interior points to an existing Brownian sheet lattice. ⋮ Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments ⋮ LevyBaxter theorems for one class of non-Gaussian stochastic processes ⋮ Multiple images of stochastic processes ⋮ Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups ⋮ THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION ⋮ MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE ⋮ On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions ⋮ Forward and backward adapted quantum stochastic calculus and double product integrals

This page was built for publication: Le Mouvement Brownien Plan