A VARIATIONAL FORMULA FOR SOME RANDOM FIELDS: AN ANALOGUE OF ITO'S FORMULA

DOI10.1142/S0219025799000187zbMath0971.60054OpenAlexW1980518978MaRDI QIDQ4526864

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Publication date: 18 October 2001

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025799000187

zbMATH Keywords

white noiserandom fieldsItô formula

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Generalizations of martingales (60G48)

Cites Work

• Innovations for Random Fields

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