Reduction formula for moments of stochastic integrals

DOI10.1063/1.532121zbMath0947.60064OpenAlexW2069206929MaRDI QIDQ4370776

Lorenzo Bertini, Nicoletta Cancrini

Publication date: 6 January 1998

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.532121

zbMATH Keywords

stochastic integral moments

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

An extension of Wiener integration with the use of operator theory

Cites Work

• Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\)
• Study of stochastic differential equations by constructive methods. I.
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• L\({}^ p\) estimates on iterated stochastic integrals

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