On an Identity for Stochastic Integrals
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Publication:4771947
DOI10.1137/1117088zbMath0284.60054OpenAlexW2071796031MaRDI QIDQ4771947
Publication date: 1972
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1117088
Measure-preserving transformations (28D05) Diffusion processes (60J60) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
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