Abstract: Symmetries of Gaussian distribution; existence and path properties of Brownian motion; strong Markov and reflection properties; arcsine and uniform laws; law of the iterated logarithm; Wiener integrals and isonormal Gaussian processes; multiple Wiener-Itô integrals; chaos expansion of Brownian functionals
Publication Year: 2002
Publication Date: 2002-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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