Constructing a Stochastic Integral of a Nonrandom Function without Orthogonality of the Noise

DOI10.1137/S0040585X97981469zbMath1099.60038OpenAlexW2056180120MaRDI QIDQ5472359

I. S. Borisov, Unnamed Author

Publication date: 9 June 2006

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97981469

zbMATH Keywords

fractional Brownian motionGaussian processmultiple stochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (2)

Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes ⋮ Exponential Inequalities for the Distribution Tails of Multiple Stochastic Integrals with Respect to Gaussian Integrating Processes

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