The Wiener integral with respect to second order processes with stationary increments
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Publication:961059
DOI10.1016/j.jmaa.2010.01.058zbMath1188.60027OpenAlexW2024788719MaRDI QIDQ961059
Publication date: 29 March 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.01.058
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Cites Work
- On the Wiener integral with respect to the fractional Brownian motion on an interval
- Correlation theory of stationary and related random functions. Volume I: Basic results
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Integration questions related to fractional Brownian motion
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