Lévy's stochastic area formula for gaussian processes-Reference-Cited by-同舟云学术

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Lévy's stochastic area formula for gaussian processes

Published:1994-03 Issue:3 Volume:47 Page:329-360
ISSN:0010-3640
Container-title:Communications on Pure and Applied Mathematics
language:en
Short-container-title:Comm. Pure Appl. Math.

Author:

Ikeda Nobuyuki,Kusuoka Sigeo,Manabe Shojiro

Publisher

Wiley

Subject

Applied Mathematics,General Mathematics

Reference18 articles.

1. An extension of lévy's stochastic area formula

2. Large Deviations and the Malliavin Calculus, Progress in Mathematics No. 45, Birkhäuser, Boston, 1984.

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