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Stochastic Integral Representation of Multiplicative Operator Functionals of a Wiener Process

✍ Scribed by Mark A. Pinsky

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Representation of Functionals of Wiener

✍ Kabanov, Yu. M. 📂 Article 📅 1974 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 319 KB

Limiting process for integral functional

✍ Yu. B. Koval' 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 168 KB

Additive Functionals of a Wiener Process

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

Multiple wiener integrals and nonlinear

✍ Víctor Pérez-Abreu 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 881 KB

The functional iterated logarithm law fo

✍ Toshio Mori; Hiroshi Oodaira 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 469 KB

Wiener-Hermite functional representation

✍ R. Valéry Roy; Pol D. Spanos 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 785 KB