Generalized holomorphic processes and differentiability

DOI10.1007/BF01051875zbMath0682.60043MaRDI QIDQ1824280

David Nualart, Ely Merzbach

Publication date: 1989

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculus; two-parameter Wiener process; multiple Wiener integrals; holomorphic processes; series expansions of square integrable processes

Mathematics Subject Classification ID

60H07: Stochastic calculus of variations and the Malliavin calculus

Related Items

Estimation of quadratic variation for two-parameter diffusions

Cites Work

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