On the moments of certain stochastic integrals

DOI10.1016/0167-7152(93)90100-WzbMath0784.60055OpenAlexW2088633567MaRDI QIDQ689502

Larry Goldstein, B. P. M. McCabe

Publication date: 6 April 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90100-w

zbMATH Keywords

Wiener processMalliavin calculusBrownian bridge

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• The Malliavin calculus
• Unnamed Item

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