On stochastic areas and averages of planar Brownian motion

DOI10.1088/0305-4470/22/15/020zbMath0717.60095OpenAlexW2039746376MaRDI QIDQ5748703

Marc Yor

Publication date: 1989

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/22/15/020

zbMATH Keywords

characteristic functionLegendre polynomialsLévy's stochastic area formuladecomposition of Brownian motionstochastic area of planar Brownian motion

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Characteristic functions; other transforms (60E10) Brownian motion (60J65)

Related Items (3)

Generalized Lévy stochastic areas and selfdecomposability. ⋮ On quadratic functionals of the Brownian sheet and related processes ⋮ On polymer conformations in elongational flows

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