An extended stochastic integral for non-Gaussian measures in locally convex spaces (Q3811419)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extended stochastic integral for non-Gaussian measures in locally convex spaces |
scientific article |
Statements
An extended stochastic integral for non-Gaussian measures in locally convex spaces (English)
0 references
1986
0 references
logarithmic derivative of a measure
0 references
formula of Gauss-Ostrogradskij
0 references
image measure differentiability
0 references
extended stochastic integral
0 references