scientific article; zbMATH DE number 3651502

MaRDI QIDQ3851367zbMATH OpenFDO

Authors Marc Yor

Publication date 1979

Full work available at URL http://www.numdam.org/item?id=SPS_1979__13__427_0, https://eudml.org/doc/113236

zbMATH Keywords

Brownian motionmartingalstochastic integrals

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Brownian motion (60J65)

Cited in

(3)

• Conditional Stein approximation for Itô and Skorohod integrals
• Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups
• Conditionally Gaussian stochastic integrals

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