Conditional exponential moments for iterated Wiener integrals (Q1577734)

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Conditional exponential moments for iterated Wiener integrals
scientific article

    Statements

    title
    Conditional exponential moments for iterated Wiener integrals (English)
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    author
    N. Delaunay
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    publication date
    21 May 2001
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    zbMATH Keywords
    iterated Wiener integrals
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    Lévy area
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    Onsager-Machlup functional
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60H10
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    60J60
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    zbMATH DE Number
    1496105
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    OpenAlex ID
    W4247612019
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