On a certain integral formula in stochastic analysis

MaRDI QIDQ2735182zbMATH OpenFDO

Authors Isamu Dôku

Publication date 2 April 2002

zbMATH Keywords

historical processstochastic integral with respect to historical processstochastic integral with respect to orthogonal measure

Mathematics Subject Classification ID

Stochastic integrals (60H05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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