Degree two Brownian Sheet in Dimension three

Jérôme Depauw (1, 2)

1 LMPT - Laboratoire de Mathématiques et Physique Théorique
2 FDP - Fédération de recherche Denis Poisson

In this work, we construct a degree two Brownian Sheet in dimension three which is obtained from the ordinary Brownian Sheet in ℝ2 in the same way that Paul Lévy has obtained his two-parameter Brownian motion from the ordinary Brownian motion.

Mots clés: Brownian sheet; cocycle; multiparameter brownian motion

Domaines: Probabilités [math.PR]

Jérôme Depauw. Degree two Brownian Sheet in Dimension three. Probability Theory and Related Fields, 2005, 135 (3), pp.457-469. ⟨10.1007/s00440-005-0463-2⟩. ⟨hal-00336472⟩