White noise approach to multiparameter stochastic integration
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[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=generalized+It%EF%BF%BD%EF%BF%BD+formula&go=Go generalized It�� formula]generalized Wiener functionals[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=multidimensional+It%EF%BF%BD%EF%BF%BD+stochastic+integral&go=Go multidimensional It�� stochastic integral][https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Wiener-It%EF%BF%BD%EF%BF%BD+decomposition&go=Go Wiener-It�� decomposition]
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Cites work
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- Calculus on Gaussian white noise. III
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Multiple Wiener integral
- Quadratic functionals of Brownian motion
- Stochastic integrals in the plane
- White noise approach to stochastic integration
Cited in
(7)- Wiener distributions and white noise analysis
- White Noise Approach to stochastic integration
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises
- Stochastic integrals for nonprevisible, multiparameter processes
- A Stochastic Integration Formula for Two-Parameter Wiener $ \times $Two-Parameter Wiener Space
- On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis
- Some remarks on integral parameters of Wiener process
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