Nous donnons dans cette Note une preuve élémentaire d'une identité entre fonctionnelles quadratiques du pont brownien.
In this Note we give an elementary proof of a well-known identity in law involving quadratic functionals of the Brownian bridge.
Publié le :
Jean-Renaud Pycke 1
@article{CRMATH_2005__340_5_373_0, author = {Jean-Renaud Pycke}, title = {Sur une identit\'e en loi entre deux fonctionnelles quadratiques du pont brownien}, journal = {Comptes Rendus. Math\'ematique}, pages = {373--376}, publisher = {Elsevier}, volume = {340}, number = {5}, year = {2005}, doi = {10.1016/j.crma.2005.01.024}, language = {fr}, }
Jean-Renaud Pycke. Sur une identité en loi entre deux fonctionnelles quadratiques du pont brownien. Comptes Rendus. Mathématique, Volume 340 (2005) no. 5, pp. 373-376. doi : 10.1016/j.crma.2005.01.024. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2005.01.024/
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