Chaos expansions and local times

DOI10.5565/PUBLMAT_362B92_07zbMath0787.60060OpenAlexW2059622758MaRDI QIDQ2366853

David Nualart, Josep Vives

Publication date: 17 August 1993

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/41755

zbMATH Keywords

local timeWiener chaos decompositionmultiparameter Wiener process

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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