scientific article; zbMATH DE number 1163910

MaRDI QIDQ4395533zbMATH OpenFDO

Authors Marc Yor, Larbi Alili, Catherine Donati-Martin

Publication date 19 July 1999

zbMATH Keywords

Bernoulli's numbersBessel processesBrownian excursionsRay-Knight theorem

Mathematics Subject Classification ID

Brownian motion (60J65)

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(5)

• Some Brownian functionals and their laws
• On positive and negative moments of the integral of geometric Brownian motions
• A normal number theorem for Brownian motion
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• A pathwise interpretation of the Gorin-Shkolnikov identity

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