Iterated integrals of finite- and infinite-dimensional Gaussian processes

DOI10.1134/S1234567826020023MaRDI QIDQ7311255zbMATH OpenFDO

Authors A. A. Kalinichenko

Publication date 10 August 2026

Published in Functional Analysis and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S1234567826020023

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Gaussian processes (60G15) Stochastic integrals (60H05) Rough paths (60L20)

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