On an identity in law between Brownian quadratic functionals

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.

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Year of publication:	2013
Authors:	Yen, Ju-Yi ; Yor, Marc
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 9, p. 2015-2018
Publisher:	Elsevier
Subject:	Brownian quadratic functionals \| Distributional integration by parts

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010678730