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- W971665265 abstract "Publisher Summary This chapter presents a remark on Paul Levy's stochastic area formula. For two arbitrary independent and isonomic Gaussian vectors ξ and η, the chapter computes the characteristic function of ξ ^ η in terms of some functional determinant. An application of this to the Gaussian vectors defined by the two components of a plane Wiener process shows that stochastic area formula gives the value of some determinant. This formula is extended to arbitrary finite or infinite N . For N finite this gives a simple and new proof of B. For N infinite this gives new fundamental solutions of differential operators on infinite dimensional vector spaces." @default.
- W971665265 created "2016-06-24" @default.
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- W971665265 date "1986-01-01" @default.
- W971665265 modified "2023-09-26" @default.
- W971665265 title "A Remark on Paul Levy's Stochastic Area Formula" @default.
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- W971665265 doi "https://doi.org/10.1016/s0924-6509(09)70279-x" @default.
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