Le Mouvement Brownien Plan

Cited in

(28)

Winding of the plane Brownian motion
$p$-variation of strong Markov processes.
Levy-Baxter theorems for one class of non-Gaussian stochastic processes
On invariant Gibbs measures conditioned on mass and momentum
On Baxter type theorems for generalized random Gaussian processes with independent values
On Brownian motion, simple paths, and loops
Law of the iterated logarithm for the quadratic variation of a Wiener process
Limit theorems of Baxter type for generalized random Gaussian processes with independent values
A central limit theorem for a weighted power variation of a Gaussian process
Quadratic variation along refining partitions: constructions and examples
THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION
MULTIPLE INTERSECTION LOCAL TIMES IN TERMS OF WHITE NOISE
Consistent estimates of deformed isotropic Gaussian random fields on the plane
Critical Brownian sheet does not have double points
Forward and backward adapted quantum stochastic calculus and double product integrals
A Berry-Esséen bound for $H$-variation of a Gaussian process
Harmonic analysis of additive Lévy processes
scientific article; zbMATH DE number 219137 (Why is no real title available?)
On the consistent separation of scale and variance for Gaussian random fields
The Wiener measure on the Heisenberg group and parabolic equations
scientific article; zbMATH DE number 3995674 (Why is no real title available?)
On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES
scientific article; zbMATH DE number 3053480 (Why is no real title available?)
Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
Adding interior points to an existing Brownian sheet lattice.
Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups
Multiple images of stochastic processes

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