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

DOI10.1137/0518070zbMath0622.60055OpenAlexW1979544045MaRDI QIDQ3759626

David Skoug, Gerald 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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