Analysis of complex Brownian motion

MaRDI QIDQ2790462zbMATH OpenFDO

Authors Yuh-Jia Lee, Kuang-Ghieh Yen

Publication date 4 March 2016

Published in Communications on Stochastic Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Stationary stochastic processes (60G10) White noise theory (60H40) Brownian motion (60J65)

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Cited in

(4)

• The descriptive complexity of Brownian motion
• Complex stochastic analysis in several parameters and applications
• Spectral analysis of Brownian motion with jump boundary
• System of complex Brownian motions associated with the O'Connell process

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