Reduction formula for moments of stochastic integrals (Q4370776): Difference between revisions

@@ Property / author @@
-Nicoletta Cancrini
@@ Property / author: Nicoletta Cancrini / rank @@
-Normal rank
@@ Property / author @@
+Nicoletta Cancrini
@@ Property / author: Nicoletta Cancrini / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1063/1.532121
@@ Property / full work available at URL: https://doi.org/10.1063/1.532121 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2069206929
@@ Property / OpenAlex ID: W2069206929 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\)
+Normal rank
@@ Property / cites work @@
+Study of stochastic differential equations by constructive methods. I.
+Normal rank
@@ Property / cites work @@
+Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
+Normal rank
@@ Property / cites work @@
+L\({}^ p\) estimates on iterated stochastic integrals
+Normal rank