Étude de processus généralisant l'aire de Lévy

DOI10.1007/BF00776243MaRDI QIDQ1079299zbMATH OpenFDO

Authors R. Berthuet

Publication date 1986

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

characteristic functioniteratedLevy's stochastic areaslogarithm theorem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Brownian motion (60J65) Strong limit theorems (60F15)

Cites work

• scientific article; zbMATH DE number 3883346 (Why is no real title available?)
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• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• scientific article; zbMATH DE number 3403582 (Why is no real title available?)
• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• Levy's stochastic area formula in higher dimensions
• Stochastic differential equations and Nilpotent Lie algebras

Cited in

(3)

• Strassen's law of the iterated logarithm for diffusion processes for small time
• scientific article; zbMATH DE number 3940360 (Why is no real title available?)
• On an extension of Lévy's stochastic area process to higher dimensions

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