scientific article; zbMATH DE number 3560422

MaRDI QIDQ4131359zbMATH OpenFDO

Authors Marc Yor

Publication date 1977

Full work available at URL http://www.numdam.org/item?id=AIHPB_1977__13_1_1_0, https://eudml.org/doc/77054

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites work

• scientific article; zbMATH DE number 3502531 (Why is no real title available?)
• scientific article; zbMATH DE number 3583004 (Why is no real title available?)
• Formule de Cauchy relative à certains lacets browniens
• Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres
• Stochastic integrals in the plane

Cited in

(3)

• Processus stochastiquement diff�rentiables dans le plan
• Complex valued multiparameter stochastic integrals
• Generalized holomorphic processes and differentiability

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