The generalized Hu-Meyer formula for random kernels

zbMATH Open0876.60029MaRDI QIDQ5961570FDOQ5961570

Gopinath Kallianpur, Amarjit Budhiraja

Publication date: 10 November 1997

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

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zbMATH Keywords

Hu-Meyer formulamultiple Stratonovich integralsmultiple Ogawa integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

Cited In (3)

• Wick calculus for nonlinear Gaussian functionals
• Filtering with marked point process observations via Poisson chaos expansion
• Title not available (Why is that?)

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