Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson

Author:

Yor Marc

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference20 articles.

1. Getoor, R.K., Sharpe, M.J.: Conformal martingales. Invent. Math. 16, 271?308 (1972)

2. Getoor, R.K., Sharpe, M.J.: Excursions of Brownian motion and Bessel processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 47, 83?106 (1979)

3. Hartman, P.: Completely monotone families of solutions of n th order linear differential equations and infinitely divisible distributions. Ann. S. Norm. Sup. Pisa. IV, Vol III, 267?287 (1976)

4. Hartman, P., Watson, G.S.: ?Normal? distribution functions on spheres and the modified Bessel functions. Ann. Probab. 2, 593?607 (1974)

5. Ito, K.: Extension of Stochastic integrals. Proc. of Intern. Sympos. SDE. Kyoto, pp. 95?109 (1976)

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