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

 Access to full text

 Full (PDF)

1. [1] (a) Ph. Biane and M. Yor, A Relation Between Lévy's Stochastic Area Formula, Legendre Polynomials and Some Continued Fractions of Gauss, Tech. Report n° 74, Dpt. of Statistics, University of California, Berkeley (1986). (b) Ph Biane and M. Yor, Variations sur une formule de Paul Lévy. Ann. Inst. H. Poincaré, Vol. 23, 1987, pp. 359-377. Zbl0623.60099
2. [2] T.S. Chiang, Y. Chow and Y.J. Lee, A formula for Ew[exp-2-1a2∥x+y∥22], Proceedings of the A.M.S., Vol. 100, No. 4, August 1987, pp. 721-724. Zbl0641.60006MR894444
3. [3] B. Duplantier, Areas of Planar Brownian Curves. J. Phys. A. Math. Gen., Vol. 22, 1989, pp. 3033-3048. Zbl0717.60094MR1007231
4. [4] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North Holland-Kodansha, 1981; second edition, 1989. Zbl0495.60005MR1011252
5. [5] T. Chan, K. Jansons and L.C.G. Rogers, Polymers in Elongational Flows, in preparation, December 1989. 
6. [6] P. Krée, A Remark on Paul Lévy's Stochastic Area Formula, Aspect of Mathematics and its Applications, J. BARROSO éd., Elsevier Science Publishers, B.V., 1986. Zbl0591.60013
7. [7] P. Lévy, Wiener's Random Function, and other Laplacian Random Functions, Proc. 2nd Berkeley Symp. Math. Stat. Prob., Vol. II, 1950, pp. 171-186, University of California. Zbl0044.13802MR44774
8. [8] P. Malliavin, Ck Hypoellipticity with Degeneracy, Part II, Stochastic Analysis, A. FRIEDMAN and M. PINSKY Eds, Academic Press, 1978, pp. 327-341. Zbl0449.58023MR517250
9. [9] P. McAonghusa and J.V. Pulé, An Extension of Lévy's Stochastic Area Formula, Stochastics and Stochastics Reports, Vol. 26, 1989, pp. 247-255. Zbl0676.60072MR1056073
10. [10] J. Pitman and M. Yor, A Decomposition of Bessel Bridges. Z. Wahr, Vol. 59, 1982, pp. 425-457. Zbl0484.60062MR656509
11. [11] D. Williams, On a Stopped Brownian Motion Formula of H. M. Taylor. Sém. Probas X, Lect. Notes Maths, Vol. 511, 1976, pp. 235-239. Zbl0368.60056MR461687
12. [12] M. Yor, Remarques sur une formule de Paul Lévy, Séminaire de Probabilités XIV, Lect. Notes Maths, No. 850, Springer, 1980, pp. 343-346. Zbl0429.60045MR580140
13. [13] M. Yor, On Stochastic Areas and Averages of Planar Brownian Motion. J. Phys. A. Math. Gen., Vol. 22, 1989, pp. 3049-3057. Zbl0717.60095MR1007232
14. [14] T. Chan, Indefinite Quadratic Functionals of Gaussian Processes and Least-Action Paths, Ann. Inst. H. Poincaré, Vol. 27, n° 2, 1991, pp. 239-271. Zbl0745.60034MR1118937
15. [15] J.J. Prat, Equation de Schrödinger: Analyticité transverse de la densité de la loi d'une fonctionnelle additive, Bull. Sci. Maths, Vol. 115, n° 2, 1991, pp. 133-176. Zbl0745.60057MR1101021

1. Terence Chan, Indefinite quadratic functionals of gaussian processes and least-action paths
2. Catherine Donati-Martin, Shiqi Song, Marc Yor, On symmetric stable random variables and matrix transposition
3. Marc Yor, Une explication du théorème de Ciesielski-Taylor