On an identity in law involving two quadratic functionals of the Brownian bridge;Sur une identité en loi entre deux fonctionnelles quadratiques du pont brownien

Comptes Rendus Mathematique

Volumn 340, Issue 5, 2005, Pages 373-376

  Pycke, Jean Renaud ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14544280670     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2005.01.024     Document Type: Article

References (4)

1. C. Donati-Martin M. Yor Fubini's theorem for double Wiener integrals and the variance of the Brownian path Ann. Inst. H. Poincaré 27 1991 181-200
2. Z. Shi M. Yor On an identity in law for the variance of the Brownian bridge Bull. London Math. Soc. 29 1997 103-108
3. N.V. Smirnov Sur la distribution de ω 2 C. R. Acad. Sci. Paris 202 1936 449-452
4. G.S. Watson Goodness-of-fit tests on a circle Biometrika 48 1961 109-114