A Stochastic Integration Formula for Two-Parameter Wiener $ \times $Two-Parameter Wiener Space (Q3759626)
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scientific article; zbMATH DE number 4009452
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| English | A Stochastic Integration Formula for Two-Parameter Wiener $ \times $Two-Parameter Wiener Space |
scientific article; zbMATH DE number 4009452 |
Statements
A Stochastic Integration Formula for Two-Parameter Wiener $ \times $Two-Parameter Wiener Space (English)
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1987
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stochastic integration by parts
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two-parameter Wiener processes
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integration by parts formula
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continuity of the stochastic integral
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0.8301370739936829
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0.804600179195404
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0.8000346422195435
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0.7981340885162354
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