On the structure of Gaussian random variables
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Publication:3102654
zbMath1240.60110arXiv0907.2501MaRDI QIDQ3102654
Publication date: 6 December 2011
Full work available at URL: https://arxiv.org/abs/0907.2501
Malliavin calculusmultiple stochastic integralsGaussian random variablerepresentation of martingales
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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