On an approach to the definition of a stochastic integral with respect to a Gaussian measure (Q2639423)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an approach to the definition of a stochastic integral with respect to a Gaussian measure |
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On an approach to the definition of a stochastic integral with respect to a Gaussian measure (English)
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1991
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See the review in Zbl 0673.60056.
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stochastic integral
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Gaussian random measure
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Wiener integral
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linear stochastic integral equation
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