A Remark on Quadratic Functionals of Brownian Motions

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J. Math. Sci. Univ. Tokyo
Vol. 30 (2023), No. 1, Page 1-20.

Kusuoka, Shigeo; Osajima, Yasufumi
A Remark on Quadratic Functionals of Brownian Motions
[Full Article (PDF)] [MathSciNet Review (HTML)] [MathSciNet Review (PDF)]

Abstract:
It is a classical problem to give explicit formulae for characteristic functions of quadratic functionals of Brownian motions, and there are many works on this topic. Ikeda-Kusuoka-Manabe [4], [5] gave a new idea to solve this problem and showed some results from which almost all known results followed. In this paper the authors extend their results based on their idea.

Keywords: Brownian motion, quadratic functional, characteristic function.

Mathematics Subject Classification (2020): 60E10, 60H05.

Received: 2014-07-31

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