Conditional exponential moments for iterated Wiener integrals
type: Item
instance of: scholarly article
title: Conditional exponential moments for iterated Wiener integrals
zbMATH Open document ID: 0961.60053
author: N. Delaunay
published in: The Annals of Probability
publication date: 2001-05-21T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1496105
zbMATH Keywords: iterated Wiener integrals
zbMATH Keywords: Lévy area
zbMATH Keywords: Onsager-Machlup functional
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1022677546
OpenAlex ID: W4247612019
DOI: 10.1214/AOP/1022677546
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description: scientific article; zbMATH DE number 1496105