The distribution of a double stochastic integral with respect to two independent brownian sheets (Q3822938): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q126241952, #quickstatements; #temporary_batch_1719331587082 |
||
(4 intermediate revisions by 4 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
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 | |||
links / mardi / name | links / mardi / name | ||
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
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