On weak brownian motions of arbitrary order
Hans Föllmer; Ching-Tang Wu; Marc Yor
Annales de l'I.H.P. Probabilités et statistiques (2000)
- Volume: 36, Issue: 4, page 447-487
- ISSN: 0246-0203
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topFöllmer, Hans, Wu, Ching-Tang, and Yor, Marc. "On weak brownian motions of arbitrary order." Annales de l'I.H.P. Probabilités et statistiques 36.4 (2000): 447-487. <http://eudml.org/doc/77668>.
@article{Föllmer2000,
author = {Föllmer, Hans, Wu, Ching-Tang, Yor, Marc},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {weak Brownian motion; marginal distributions; Wiener measure; Brownian motion; Volterra kernel},
language = {eng},
number = {4},
pages = {447-487},
publisher = {Gauthier-Villars},
title = {On weak brownian motions of arbitrary order},
url = {http://eudml.org/doc/77668},
volume = {36},
year = {2000},
}
TY - JOUR
AU - Föllmer, Hans
AU - Wu, Ching-Tang
AU - Yor, Marc
TI - On weak brownian motions of arbitrary order
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 4
SP - 447
EP - 487
LA - eng
KW - weak Brownian motion; marginal distributions; Wiener measure; Brownian motion; Volterra kernel
UR - http://eudml.org/doc/77668
ER -
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