White noise approach to multiparameter stochastic integration

DOI10.1016/0047-259X(91)90108-EzbMATH Open0724.60054MaRDI QIDQ757990FDOQ757990

Mylan Redfern

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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• Publication:4940305
• scientific article; zbMATH DE number 1779812
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zbMATH Keywords

[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]

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cites Work

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• Stochastic integrals in the plane
• Multiple Wiener integral
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• Calculus on Gaussian white noise. III
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• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Title not available (Why is that?)
• Title not available (Why is that?)
• White noise approach to stochastic integration
• Quadratic functionals of Brownian motion
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• Title not available (Why is that?)

Cited In (6)

• On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises
• Stochastic integrals for nonprevisible, multiparameter processes
• White Noise Approach to stochastic integration
• Wiener distributions and white noise analysis
• 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

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