On an approach to the definition of a stochastic integral with respect to a Gaussian measure

DOI10.1007/BF01104060zbMath0718.60053MaRDI QIDQ2639423

A. Yu. Shevlyakov

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Wiener integralstochastic integralGaussian random measurelinear stochastic integral equation

Mathematics Subject Classification ID

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

Cites Work

• Multiple Wiener integral
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