Explicit formulae for time-space Brownian chaos.
From MaRDI portal
Publication:1812191
DOI10.3150/bj/1068129009zbMath1033.60087OpenAlexW2140445567MaRDI QIDQ1812191
Publication date: 20 March 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1068129009
Brownian bridgestochastic integralsWiener chaosmathematical economicsHardy operatorsBrownian chaosStroock's formula
Related Items (4)
Spectral equivalence of Gaussian random functions: operator approach ⋮ RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS ⋮ Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions ⋮ Anticipative stochastic integration based on time-space chaos
This page was built for publication: Explicit formulae for time-space Brownian chaos.