Conditional exponential moments for iterated Wiener integrals (Q1577734)
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scientific article; zbMATH DE number 1496105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional exponential moments for iterated Wiener integrals |
scientific article; zbMATH DE number 1496105 |
Statements
Conditional exponential moments for iterated Wiener integrals (English)
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21 May 2001
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iterated Wiener integrals
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Lévy area
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Onsager-Machlup functional
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0.9033832
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0.8856627
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