Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals

DOI10.1137/1118040zbMath0316.60039MaRDI QIDQ4077309

Youri M.Kabanov

Publication date: 1973

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1118040

Mathematics Subject Classification ID

60H05: Stochastic integrals

60J99: Markov processes

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