Degree two Brownian Sheet in Dimension three

被引:0
作者
Jérôme Depauw
机构
[1] Université F. Rabelais de Tours,Laboratoire de Mathématiques et Physique Théorique, Faculté des Sciences
来源
Probability Theory and Related Fields | 2006年 / 135卷
关键词
Stochastic Process; Brownian Motion; Probability Theory; Mathematical Biology; Brownian Sheet;
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暂无
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学科分类号
摘要
In this work, we construct a degree two Brownian Sheet in dimension three which is obtained from the ordinary Brownian Sheet in ℝ2 in the same way that Paul Lévy has obtained his two-parameter Brownian motion from the ordinary Brownian motion.
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页码:457 / 469
页数:12
相关论文
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  • [1] Feldman undefined(1977)undefined I. Trans. Amer. Math. Soc. 234 289-undefined
  • [2] Mackey undefined(1966)undefined Math. Ann. 166 187-undefined