Wiener functionals as Ito integrals
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Publication:1238559
DOI10.1214/aop/1176995898zbMath0359.60071OpenAlexW4230427500MaRDI QIDQ1238559
Publication date: 1977
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995898
Gaussian processes (60G15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Stochastic integrals (60H05)
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