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A trivariate version of ‘Lévy's equivalence’

✍ Scribed by Gordon Simons


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
79 KB
Volume
4
Category
Article
ISSN
0167-7152

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📜 SIMILAR VOLUMES


Lévy's Stochastic Area and the Principle
✍ Setsuo Taniguchi 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 125 KB

Let (W 0 , H 0 , + 0 ) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localization phenomenon will be shown for stochastic oscillatory integrals with Le vy's stochastic area as phase function.