Multiple integrals of a homogeneous process with independent increments
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Publication:1151196
DOI10.1214/aop/1176994427zbMath0457.60046MaRDI QIDQ1151196
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994427
60J65: Brownian motion
60H05: Stochastic integrals
60H20: Stochastic integral equations
60J99: Markov processes