On Levy's area process
K. Helmes;
On Levy's area process
We prove a law of the iterated logarithm for the Euclidean norm of a particulan vecton process in ℝ3 and give formulae for its characteristic and conditional characteristic functions. The conditional characteristic function yields an explicit expression for the propagaton of the Schrodinger operaton with constant magnetic field.
- University of Bonn Germany
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