scientific article; zbMATH DE number 4050697

MaRDI QIDQ3787245zbMATH OpenFDO

Authors Yaozhong Hu, Paul-André Meyer

Publication date 1988

Full work available at URL http://www.numdam.org/item?id=SPS_1988__22__72_0, https://eudml.org/doc/113656

zbMATH Keywords

multiple Wiener integralsrelations between multiple stochastic integrals in the Ito and Stratonovich sensestochastic differential equation in Stratonovich sense

Mathematics Subject Classification ID

Stochastic integrals (60H05) Brownian motion (60J65)

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