On an identity in law between Brownian quadratic functionals

Ju-Yi Yen and Marc Yor

Statistics & Probability Letters, 2013, vol. 83, issue 9, 2015-2018

Abstract: A stochastic Fubini argument and a computation of some moments are given in relation to a distributional integration by parts formula for Brownian quadratic functionals.

Keywords: Brownian quadratic functionals; Distributional integration by parts (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.05.013

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