Le Mouvement Brownien Plan
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Publication:5778316
DOI10.2307/2371467zbMATH Open0024.13906OpenAlexW2326878890WikidataQ110994049 ScholiaQ110994049MaRDI QIDQ5778316FDOQ5778316
Publication date: 1940
Published in: American Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2371467
Cited In (28)
- \(p\)-variation of strong Markov processes.
- Winding of the plane Brownian motion
- 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
- Quadratic variation along refining partitions: constructions and examples
- A central limit theorem for a weighted power variation of a Gaussian process
- 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
- Title not available (Why is that?)
- On the consistent separation of scale and variance for Gaussian random fields
- The Wiener measure on the Heisenberg group and parabolic equations
- LevyBaxter theorems for one class of non-Gaussian stochastic processes
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
- Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups
- Adding interior points to an existing Brownian sheet lattice.
- Multiple images of stochastic processes
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