On some examples of quadratic functionals of Brownian motion

DOI10.2307/1427524MaRDI QIDQ3142675zbMATH OpenOpenAlexFDO

Authors Marc Yor, Catherine Donati-Martin

Publication date 17 February 1994

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427524

zbMATH Keywords

Brownian quadratic functionalscomplex Brownian motiondiagonalization procedure of Paul Lévyinvariance properties of the distribution of Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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