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
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© 1997 Applied Probability Trust
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(1997). Gaussian Processes and Brownian Motion. In: Foundations of Modern Probability. Probability and its Applications. Springer, New York, NY. https://doi.org/10.1007/0-387-22704-0_11
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DOI: https://doi.org/10.1007/0-387-22704-0_11
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94957-4
Online ISBN: 978-0-387-22704-7
eBook Packages: Springer Book Archive