The distribution of a double stochastic integral with respect to two independent brownian sheets (Q3822938): Difference between revisions

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Latest revision as of 18:12, 25 June 2024

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The distribution of a double stochastic integral with respect to two independent brownian sheets
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    The distribution of a double stochastic integral with respect to two independent brownian sheets (English)
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    1988
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    two-parameter Wiener process
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    law of the stochastic integral
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    law of the double stochastic integral
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    characteristic function
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    moments and cumulants
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