DOI10.1016/0167-7152(94)00175-8zbMath0836.60060OpenAlexW1986030693MaRDI QIDQ1903164
Yanyan Li
Publication date: 22 April 1996 Published in: Statistics \& Probability Letters (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/0167-7152(94)00175-8
zbMATH Keywords
Brownian motionstochastic integralsstochastic \(p\)-integral representation
Mathematics Subject Classification ID
Brownian motion (60J65) Stochastic integrals (60H05)
Cites Work