Stochastic integrals for gaussian random functions

DOI10.1080/17442508008833151zbMath0441.60057OpenAlexW1965600947MaRDI QIDQ3883246

Ognian B. Enchev, Jordan M. Stoyanov

Publication date: 1980

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508008833151

Mathematics Subject Classification ID

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

Cites Work

• Stochastic integral of \(L_2\)-functions with respect to Gaussian processes
• Stochastic and multiple Wiener integrals for Gaussian processes
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