An Extremal Property of Stochastic Integrals

DOI10.2307/2037788MaRDI QIDQ5633382zbMATH OpenOpenAlexFDO

Authors Steven Rosencrans

Publication date 1971

Full work available at URL https://doi.org/10.2307/2037788

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cited in

(2)

• Diffusion transforms
• An Extremal Property of Independent Random Variables

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