The distribution of a double stochastic integral with respect to two independent brownian sheets (Q3822938): Difference between revisions
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| Property / cites work: Stochastic integrals in the plane / rank | |||
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| Property / cites work: Weak convergence to the law of two-parameter continuous processes / rank | |||
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| Property / cites work: On the distribution of a double stochastic integral / rank | |||
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| Property / cites work: Martingales and stochastic integrals for processes with a multi-dimensional parameter / rank | |||
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| Property / cites work: Differentiation formulas for stochastic integrals in the plane / rank | |||
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Revision as of 13:58, 19 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 |
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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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