Multiple Wiener-Ito integrals possessing a continuous extension
From MaRDI portal
Publication:1826211
DOI10.1007/BF01377634zbMath0685.60055OpenAlexW2029636588MaRDI QIDQ1826211
Publication date: 1990
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01377634
necessary and sufficient conditionmultiplemultimeasurefor the existence of a continuous extensionmultiple Wiener-Ito integralStratonovich or Ogawa type integral
Related Items
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 ⋮ Worthy martingales and integrators ⋮ 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
Cites Work
- Bimeasure algebras on locally compact groups
- On the relation between the Stratonovich and Ogawa integrals
- Fractional dimensions and bounded fractional forms
- Generalized multiple stochastic integrals and the representation of wiener functionals
- Multi-Linear Measure Theory and the Grothendieck Factorization Theorem
- Some Remarks on Hu and Meyer’s Paper and Infinite-Dimensional Calculus on Finitely Additive Canonical Hilbert Space
- On Definitions of Bounded Variation for Functions of Two Variables
- The Homogeneous Chaos
- Unnamed Item
- Unnamed Item
- Unnamed Item