On the distribution of a double stochastic integral

DOI10.1007/BF00534993MaRDI QIDQ4743518zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3787764 (Why is no real title available?)
• scientific article; zbMATH DE number 3405266 (Why is no real title available?)
• A class of martingales with non-symmetric limit distributions
• A note on convergence to mixtures of normal distributions
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Convergence of Quadratic Forms in Independent Random Variables
• Differentiation formulas for stochastic integrals in the plane
• Martingale invariance principles
• Multiple Wiener integral
• Stochastic integrals in the plane
• 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

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