Fubini's theorem for double Wiener integrals and the variance of the brownian path

C. Donati-Martin; M. Yor

Annales de l'I.H.P. Probabilités et statistiques (1991)

  • Volume: 27, Issue: 2, page 181-200
  • ISSN: 0246-0203

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Donati-Martin, C., and Yor, M.. "Fubini's theorem for double Wiener integrals and the variance of the brownian path." Annales de l'I.H.P. Probabilités et statistiques 27.2 (1991): 181-200. <http://eudml.org/doc/77403>.

@article{Donati1991,
author = {Donati-Martin, C., Yor, M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {double Wiener integrals; Brownian bridge; Legendre functions},
language = {eng},
number = {2},
pages = {181-200},
publisher = {Gauthier-Villars},
title = {Fubini's theorem for double Wiener integrals and the variance of the brownian path},
url = {http://eudml.org/doc/77403},
volume = {27},
year = {1991},
}

TY - JOUR
AU - Donati-Martin, C.
AU - Yor, M.
TI - Fubini's theorem for double Wiener integrals and the variance of the brownian path
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1991
PB - Gauthier-Villars
VL - 27
IS - 2
SP - 181
EP - 200
LA - eng
KW - double Wiener integrals; Brownian bridge; Legendre functions
UR - http://eudml.org/doc/77403
ER -

References

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