AN EXTENSION OF THE STOCHASTIC INTEGRAL

被引：29

作者：

BERGER, MA

MIZEL, VJ

机构：

[1] CARNEGIE MELLON UNIV, DEPT MATH, PITTSBURGH, PA 15213 USA

[2] GEORGIA INST TECHNOL, ATLANTA, GA 30332 USA

来源：

ANNALS OF PROBABILITY | 1982年 / 10卷 / 02期

关键词：

D O I：

10.1214/aop/1176993868

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：435 / 450

页数：16

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BERGER, MA ;

MIZEL, VJ .

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[3] FUBINI THEOREM FOR ITERATED STOCHASTIC INTEGRALS [J].

BERGER, MA ;

MIZEL, VJ .

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[4]

BERGER MA, 1979, 24TH T C ARM MATH, P289

[5]

BERGER MA, UNPUB ANTICIPATIVE S

[6]

Berger MA., 1980, J INTEGRAL EQUAT, V2, P187

[7]

Berger MA., 1980, J INTEGRAL EQUAT, V2, P319

[8] THE ORTHOGONAL DEVELOPMENT OF NON-LINEAR FUNCTIONALS IN SERIES OF FOURIER-HERMITE FUNCTIONALS [J].

CAMERON, RH ;

MARTIN, WT .

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[9]

HITSUDA M, 1975, 2ND JAP USSR S, P111

[10] STOCHASTIC INTEGRALS AND DERIVATIVES [J].

ISAACSON, D .

ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (05) :1610-&

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