On the distribution of a double stochastic integral

DOI10.1007/BF00534993zbMATH Open0506.60048MaRDI QIDQ4743518FDOQ4743518

Authors: David Nualart 

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Wiener process with a two-dimensional parameter

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

Cites Work

• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Title not available (Why is that?)
• Martingale invariance principles
• Stochastic integrals in the plane
• Multiple Wiener integral
• Convergence of Quadratic Forms in Independent Random Variables
• Differentiation formulas for stochastic integrals in the plane
• A note on convergence to mixtures of normal distributions
• Title not available (Why is that?)
• A class of martingales with non-symmetric limit distributions
• Weak convergence to the law of two-parameter continuous processes

Cited In (2)

• The distribution of a double stochastic integral with respect to two independent brownian sheets
• On quadratic functionals of the Brownian sheet and related processes

This page was built for publication: On the distribution of a double stochastic integral

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4743518)