INDEPENDENCE OF DOUBLE WIENER INTEGRALS

DOI10.1017/S026646660117605XMaRDI QIDQ4807278zbMATH OpenOpenAlexFDO

Authors Seiji Nabeya

Publication date 18 May 2003

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s026646660117605x

zbMATH Keywords

independenceFredholm determinantsdouble Wiener integrals

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

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Cited in

(2)

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