Lévy's stochastic area formula for gaussian processes
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Publication:4296342
DOI10.1002/cpa.3160470306zbMath0803.60037MaRDI QIDQ4296342
Shojiro Manabe, Shigeo Kusuoka, Nobuyuki Ikeda
Publication date: 3 January 1995
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160470306
60G15: Gaussian processes
60J65: Brownian motion
60J60: Diffusion processes
60H05: Stochastic integrals
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