The distribution of a double stochastic integral with respect to two independent brownian sheets (Q3822938): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2013692910 / rank | |||
Normal rank | |||
Revision as of 18:30, 19 March 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
