A Stochastic Integration Formula for Two-Parameter Wiener \times Two-Parameter Wiener Space

DOI10.1137/0518070MaRDI QIDQ3759626zbMATHOpenAlexFDO

Authors David Skoug, G. W. Johnson

Publication date 1987

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0518070

zbMATH Keywords

integration by parts formulatwo-parameter Wiener processescontinuity of the stochastic integralstochastic integration by parts

Mathematics Subject Classification ID

Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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