On the distribution of a double stochastic integral

DOI10.1007/BF00534993zbMath0506.60048MaRDI QIDQ4743518

David Nualart

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Wiener process with a two-dimensional parameter

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

Related Items (2)

The distribution of a double stochastic integral with respect to two independent brownian sheets ⋮ On quadratic functionals of the Brownian sheet and related processes

Cites Work

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• Stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• Martingale invariance principles
• Multiple Wiener integral
• Weak convergence to the law of two-parameter continuous processes
• A class of martingales with non-symmetric limit distributions
• A note on convergence to mixtures of normal distributions
• Convergence of Quadratic Forms in Independent Random Variables
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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