The distribution of a double stochastic integral with respect to two independent brownian sheets

DOI10.1080/17442508808833538zbMath0669.60051OpenAlexW2013692910WikidataQ126241952 ScholiaQ126241952MaRDI QIDQ3822938

David Nualart, Olga Julià

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/151441

zbMATH Keywords

characteristic functiontwo-parameter Wiener processmoments and cumulantslaw of the double stochastic integrallaw of the stochastic integral

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (1)

On quadratic functionals of the Brownian sheet and related processes

Cites Work

• Stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• Weak convergence to the law of two-parameter continuous processes
• On the distribution of a double stochastic integral
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Unnamed Item

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