Multiple Wiener-Ito integrals possessing a continuous extension

DOI10.1007/BF01377634MaRDI QIDQ1826211zbMATH OpenOpenAlexFDO

Authors David Nualart, Moshe Zakai

Publication date 1990

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01377634

zbMATH Keywords

for the existence of a continuous extensionmultimeasuremultiplemultiple Wiener-Ito integralnecessary and sufficient conditionStratonovich or Ogawa type integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Review text

See the preview in Zbl 0673.60058.

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Cites work

• Bimeasure algebras on locally compact groups
• Fractional dimensions and bounded fractional forms
• Generalized multiple stochastic integrals and the representation of wiener functionals
• scientific article; zbMATH DE number 4128167 (Why is no real title available?)
• scientific article; zbMATH DE number 3299219 (Why is no real title available?)
• scientific article; zbMATH DE number 3195732 (Why is no real title available?)
• Multi-Linear Measure Theory and the Grothendieck Factorization Theorem
• On Definitions of Bounded Variation for Functions of Two Variables
• On the relation between the Stratonovich and Ogawa integrals
• Some Remarks on Hu and Meyer’s Paper and Infinite-Dimensional Calculus on Finitely Additive Canonical Hilbert Space
• The Homogeneous Chaos

Cited in

(8)

• Worthy martingales and integrators
• A diffusion approximation result for two parameter processes
• Weak convergence to the multiple Stratonovich integral.
• Gaussian measures on linear spaces
• On a multiple Stratonovich-type integral for some Gaussian processes
• Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
• Convergence in law to the multiple fractional integral.
• A Nuclear Space of Distributions on a Space of Incomplete Continuous Functions

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