Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson

DOI10.1007/BF00531612zbMath0436.60057OpenAlexW2021630281MaRDI QIDQ3876775

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1007/bf00531612

zbMATH Keywords

Brownian bridge Bessel functions winding number Bessel processes complex Brownian motion Hartman-Watson distribution

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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