Multiple Wiener-Ito integrals possessing a continuous extension

DOI10.1007/BF01377634zbMath0685.60055OpenAlexW2029636588MaRDI QIDQ1826211

David Nualart, Moshe Zakai

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01377634

zbMATH Keywords

necessary and sufficient conditionmultiplemultimeasurefor the existence of a continuous extensionmultiple Wiener-Ito integralStratonovich or Ogawa type integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cites Work

• Bimeasure algebras on locally compact groups
• On the relation between the Stratonovich and Ogawa integrals
• Fractional dimensions and bounded fractional forms
• Generalized multiple stochastic integrals and the representation of wiener functionals
• Multi-Linear Measure Theory and the Grothendieck Factorization Theorem
• Some Remarks on Hu and Meyer’s Paper and Infinite-Dimensional Calculus on Finitely Additive Canonical Hilbert Space
• On Definitions of Bounded Variation for Functions of Two Variables
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