On a multiple Stratonovich-type integral for some Gaussian processes

DOI10.1007/s10959-006-0006-5zbMath1103.60055OpenAlexW2011922518MaRDI QIDQ2433967

Maria Jolis

Publication date: 31 October 2006

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-006-0006-5

zbMATH Keywords

Hu-Meyer formulaStratonovich multiple integralItô-type multiple integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

Related Items

Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals, A new proof of fractional Hu-Meyer formula and its applications, Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\), Convergence to SPDEs in Stratonovich form

Cites Work

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• Chaos decomposition of multiple fractional integrals and applications
• Multiple Wiener integral
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• Homogeneous Chaos, p-Forms, Scaling and the Feynman Integral
• Stochastic Calculus for Fractional Brownian Motion I. Theory
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