Article PDF
References
Getoor, R.K., Sharpe, M.J.: Conformal martingales. Invent. Math. 16, 271–308 (1972)
Getoor, R.K., Sharpe, M.J.: Excursions of Brownian motion and Bessel processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 47, 83–106 (1979)
Hartman, P.: Completely monotone families of solutions of n th order linear differential equations and infinitely divisible distributions. Ann. S. Norm. Sup. Pisa. IV, Vol III, 267–287 (1976)
Hartman, P., Watson, G.S.: “Normal” distribution functions on spheres and the modified Bessel functions. Ann. Probab. 2, 593–607 (1974)
Ito, K.: Extension of Stochastic integrals. Proc. of Intern. Sympos. SDE. Kyoto, pp. 95–109 (1976)
Ito, K., McKean, H.P.: Diffusion processes and their sample paths. Berlin-Heidelberg-New York: Springer 1965
Jeulin, T., Yor, M.: Inégalité de Hardy, semi-martingales, et faux-amis. Sém. Probabilités XIII. Lect. Notes in Maths 721. Berlin-Heidelberg-New York: Springer 1979
Kazamaki, N.: On a problem of Girsanov. Tohoku Math. J. 29, 597–600 (1977)
Kazamaki, N., Sekiguchi, T.: On the transformation of some classes of martingales by a change of law. Tohoku Math. J. 31, 261–279 (1979)
Kent, J.: Some probabilistic properties of Bessel functions. Ann. Probab. 6, 760–770 (1978)
Kent, J.: The infinite divisibility of the von Mises-Fisher distribution for all values of the parameter in all dimensions. Proc. London Math. Soc. 3, 35, 359–384 (1977)
Mackevicius, V.: Formula for conditional Wiener integrals. Int. Symposium on Stoch. Diff Equations. August 28–Sept. 2, 1978. Vilnius. Abstracts of Communications.
Novikov, A.A.: On an identity for stochastic integrals. Theory. Probab. Appl. 17, 717–720 (1972)
Petiau, G.: La théorie des fonctions de Bessel. Centre National de la Recherche Scientifique. Paris (1955).
Pitman, J.W.: The radial and angular parts of Drifting Brownian motion. A paraître.
Yor, M.: Formule de Cauchy relative à certains lacets Browniens. Bulletin Soc. Math. France 105, 3–31 (1977)
Spitzer, F.: Some theorems concerning 2-dimensional Brownian motion. Trans. Amer. Math. Soc, 87, 187–197 (1958)
Ellison, W.J., Mendes-France, M.: Les nombres premiers. Activités scientifiques et industrielles. Paris: Hermann (1975)
Perrin, F.: Etude mathématique du mouvement Brownien de rotation. Ann. Sci. Ecole Norm. Sup. 45, 1–51 (1928)
Edwards, S.F.: Statistical mechanics with topological constraints: I. Proc. Phys. Soc., 91, 513–519 (1967)
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Yor, M. Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson. Z. Wahrscheinlichkeitstheorie verw Gebiete 53, 71–95 (1980). https://doi.org/10.1007/BF00531612
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF00531612