On stochastic integration by series of Wiener integrals

DOI10.1007/BF01448196zbMath0661.60065MaRDI QIDQ1113192

Jan Rosiński

Publication date: 1989

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

martingale differencesmultiple stochastic integralsFisk-Stratonovich symmetric integralwhite noise random measures

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items

A two-sided stochastic integral and its calculus, Stochastic calculus with anticipating integrands, On the Ogawa integrability of noncausal Wiener functionals, Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes, Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus, A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces

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