Lévy's stochastic area
id:
l-vy-s-stochastic-area-245-1400936
title:
Lévy's stochastic area
text:
In probability theory, Lévy's stochastic area is a stochastic process that describes the enclosed area of a trajectory of a two-dimensional Brownian motion and its chord. The process was introduced by Paul Lévy in 1940, and in 1950 he computed the characteristic function and conditional characteristic function. The process has many unexpected connections to other objects in mathematics such as the soliton solutions of the Korteweg–De Vries equation and the Riemann zeta function. In the Malliavin
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wiki
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encyclopedia
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original url:
https://en.wikipedia.org/wiki/L%C3%A9vy%27s_stochastic_area
date created:
date modified:
2024-04-07T21:44:01Z
main entity:
{"identifier":"Q122200958","url":"https://www.wikidata.org/entity/Q122200958"}
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fields total:
13
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13