White noise approach to multiparameter stochastic integration

DOI10.1016/0047-259X(91)90108-EzbMath0724.60054MaRDI QIDQ757990

Mylan Redfern

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Wiener-Itô decompositiongeneralized Itô formulageneralized Wiener functionalsmultidimensional Itô stochastic integral

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (2)

Wiener distributions and white noise analysis ⋮ Stochastic integrals for nonprevisible, multiparameter processes

Cites Work

• White noise approach to stochastic integration
• Calculus on Gaussian white noise. III
• Stochastic integrals in the plane
• Quadratic functionals of Brownian motion
• Multiple Wiener integral
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
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