scientific article; zbMATH DE number 16919

MaRDI QIDQ3973610zbMATH OpenFDO

Authors Nikos E. Frangos, P. Imkeller

Publication date 26 June 1992

zbMATH Keywords

second Wiener chaosoccupation densitySkorokhod integral process

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

Recommendations

• Occupation densities for stochastic integral processes in the second Wiener chaos
• Existence and continuity of occupation densities of stochastic integral processes
• scientific article; zbMATH DE number 4190867
• Continuity of the occupation density for anticipating stochastic integral processes
• Skorohod stochastic integration with respect to non-adapted processes on wiener space

Cited in

(2)

• Existence and continuity of occupation densities of stochastic integral processes
• scientific article; zbMATH DE number 4190867 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3973610)