✦ LIBER ✦

Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals

✍ Scribed by Kabanov, Yu. M.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic Integral Representation of Mu

✍ Mark A. Pinsky 📂 Article 📅 1972 🏛 American Mathematical Society 🌐 English ⚖ 339 KB

Coherent-state representations for funct

✍ Hisanao Ogura 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 746 KB

Additive Functionals of a Wiener Process

✍ Dynkin, E. B. 📂 Article 📅 1960 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 788 KB

On the Representation of Certain Classes

✍ Nasyrov, F. S. 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 103 KB

Malliavin's calculus and stochastic inte

✍ Ocone, Daniel 📂 Article 📅 1984 🏛 Informa UK (Taylor & Francis) ⚖ 649 KB

On the path integral representation of s

✍ Kazuo Kitahara; Horia Metiu 📂 Article 📅 1976 🏛 Springer 🌐 English ⚖ 280 KB