Exact formulas of certain functional integrals on wiener spaces

DOI10.1080/17442509408833937zbMath0832.60048OpenAlexW2024812018MaRDI QIDQ4853909

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Publication date: 13 February 1996

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833937

zbMATH Keywords

Wiener integralLévy's stochastic area formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35)

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