Fundamental theorem of Yeh – Wiener calculus

DOI10.1080/07362999108809238zbMath0745.60049OpenAlexW1984009555MaRDI QIDQ3985880

Joo Sup Chang, David Skoug, Chull Park

Publication date: 27 June 1992

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999108809238

zbMATH Keywords

Yeh-Wiener calculus

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Unnamed Item
• Inversion of conditional expectations
• Absolutely Continuous Functions of Two Variables and Well-Bounded Operators
• A Stochastic Integration Formula for Two-Parameter Wiener $ \times $Two-Parameter Wiener Space
• A Multi-Parameter Gaussian Process

This page was built for publication: Fundamental theorem of Yeh – Wiener calculus