Constructing multiple stochastic integrals on non-Gaussian product measures Full article
| Journal |
Siberian Advances in Mathematics
ISSN: 1055-1344 , E-ISSN: 1934-8126 |
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| Output data | Year: 2014, Volume: 24, Number: 2, Pages: 75-99 Pages count : 25 DOI: 10.3103/s1055134414020011 | ||||
| Tags | expansions of stochastic processes via orthogonal series; Hilbert-space-valued stochastic process; multiple orthogonal series; multiple stochastic integral | ||||
| Authors |
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Cite:
Borisov I.S.
, Khrushchev S.E.
Constructing multiple stochastic integrals on non-Gaussian product measures
Siberian Advances in Mathematics. 2014. V.24. N2. P.75-99. DOI: 10.3103/s1055134414020011 Scopus OpenAlex
Constructing multiple stochastic integrals on non-Gaussian product measures
Siberian Advances in Mathematics. 2014. V.24. N2. P.75-99. DOI: 10.3103/s1055134414020011 Scopus OpenAlex
Dates:
| Submitted: | Jun 3, 2012 |
| Published print: | May 14, 2014 |
Identifiers:
| Scopus: | 2-s2.0-84901627096 |
| OpenAlex: | W2022271833 |