Generalized stochastic integrals for smooth functionals of the white noise (Q5899939)
From MaRDI portal
scientific article; zbMATH DE number 4161796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized stochastic integrals for smooth functionals of the white noise |
scientific article; zbMATH DE number 4161796 |
Statements
Generalized stochastic integrals for smooth functionals of the white noise (English)
0 references
1989
0 references
See the review in Zbl 0695.60053.
0 references
stochastic derivative
0 references
extended stochastic integral
0 references
integration by parts
0 references
