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An extension of lévy's stochastic area formula - MaRDI portal

An extension of lévy's stochastic area formula (Q3831827)

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English
An extension of lévy's stochastic area formula
scientific article

    Statements

    title
    An extension of lévy's stochastic area formula (English)
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    author
    P. mac Aonghusa
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    Joseph V. Pulé
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    publication date
    1989
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    zbMATH Keywords
    Fourier-Wiener transform
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    Lévy's formula
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    Brownian motion
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    Identifiers

    zbMATH DE Number
    4107878
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    OpenAlex ID
    W2066532457
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