Stochastic integration and one class of Gaussian random processes

DOI10.1007/BF02487387MaRDI QIDQ4705243zbMATH OpenFDO

Authors

Publication date 19 December 1999

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02487387

zbMATH Keywords

extended stochastic integralGaussian processItô's formulaquadratic variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic integral equations (60H20) Brownian motion (60J65)

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(8)

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• Stochastic integrals and evolution equations with Gaussian random fields
• Clark representation for local times of self-intersection of Gaussian integrators
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• scientific article; zbMATH DE number 3669504 (Why is no real title available?)
• Properties of Gaussian local times
• Stochastic anticipating boundary value problems

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