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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Created claim: Wikidata QID (P12): Q126241952, #quickstatements; #temporary_batch_1719331587082
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2013692910 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic integrals in the plane / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5328256 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence to the law of two-parameter continuous processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of a double stochastic integral / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals for processes with a multi-dimensional parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differentiation formulas for stochastic integrals in the plane / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q126241952 / rank
 
Normal rank

Latest revision as of 17:12, 25 June 2024

scientific article
Language Label Description Also known as
English
The distribution of a double stochastic integral with respect to two independent brownian sheets
scientific article

    Statements

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

    Identifiers