Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

On a class of additive functionals of two-dimensional Brownian motion and random walk

Auteur(s):

Code(s) de Classification MSC:

Résumé: Sample path properties of a class of additive functionals of two-dimensional Brownian motion and random walk are studied.

Mots Clés: Additive functional ; Brownian motion ; random walk ; strong approximation

Date: 1999-09-29

Prépublication numéro: PMA-532