An Itô type isometry for loops in 𝐑 d via the brownian bridge

Pierre Gosselin; Tilmann Wurzbacher

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 225-231

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Gosselin, Pierre, and Wurzbacher, Tilmann. "An Itô type isometry for loops in $\mathbf {R}^d$ via the brownian bridge." Séminaire de probabilités de Strasbourg 31 (1997): 225-231. <http://eudml.org/doc/113957>.

@article{Gosselin1997,
author = {Gosselin, Pierre, Wurzbacher, Tilmann},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {symmetric tensor powers; stochastic integrals; Brownian bridge},
language = {eng},
pages = {225-231},
publisher = {Springer - Lecture Notes in Mathematics},
title = {An Itô type isometry for loops in $\mathbf \{R\}^d$ via the brownian bridge},
url = {http://eudml.org/doc/113957},
volume = {31},
year = {1997},
}

TY - JOUR
AU - Gosselin, Pierre
AU - Wurzbacher, Tilmann
TI - An Itô type isometry for loops in $\mathbf {R}^d$ via the brownian bridge
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 225
EP - 231
LA - eng
KW - symmetric tensor powers; stochastic integrals; Brownian bridge
UR - http://eudml.org/doc/113957
ER -

References

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  2. [DMM] C. Dellacherie, B. Maisonneuve et P.-A. Meyer, Probabilités et Potentiel. Chapitres X VII à XXIV (Hermann, Paris1992). 
  3. [GW] P. Gosselin and T. Wurzbacher, A stochastic approach to the Virasoro anomaly in quantization of strings in flat space, Preprint 1996. Zbl0942.58035MR1632128
  4. [HLP] G. Hardy, J.E. Littlewood and G. Pólya, Inequalities (Cambridge at the University Press1934). Zbl0010.10703JFM60.0169.01
  5. [HT] W. Hackenbroch und A. Thalmaier, Stochastische Analysis (B.G.Teubner, Stuttgart1994). Zbl0815.60046MR1312827
  6. [JY] T. Jeulin et M. Yor, Inégalité de Hardy, semi-martingales, et faux-amis, Séminaire de Probabilités XIII (1977/78), LNM721, 332-359. Zbl0419.60049MR544805
  7. [M] P.-A. Meyer, Quantum Probability for Probabilists (SpringerLNM1538, Berlin Heidelberg1993). Zbl0773.60098MR1222649
  8. [N] J. Neveu, Processus aléatoires gaussiens (Les Presses de l'Université de Montréal1968). Zbl0192.54701MR272042
  9. [PS] A. Pressley and G. Segal, Loop groups (Oxford University Press1986). Zbl0618.22011MR900587

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