Product of two multiple stochastic integrals with respect to a normal martingale

DOI10.1016/S0304-4149(97)00101-4zbMath0946.60033MaRDI QIDQ1965901

Francesco Russo, Pierre Vallois

Publication date: 1 March 2000

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

chaos representation propertymultiple stochastic integralnormal martingale

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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