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ArticleWhite noise approach to stochastic integration

Hui-Hsiung Kuo1988

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Articlebronze1988

White noise approach to stochastic integration

Hui-Hsiung Kuo · Andrzej Russek

37 citations·0/0 files stored·Journal of Multivariate Analysis

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Stochastic processes and financial applications Probability and Statistical Research Mathematical and Theoretical Analysis

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References

1951Multiple Wiener Integral 1976On a Generalization of a Stochastic Integral 1987Extension of Stochastic Integrals 1980Calculus on Gaussian white noise, II 1983Brownian functionals and applications 2006Ito formula for generalized Brownian functionals 1982An Extension of the Stochastic Integral

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1988A Note on Paley-Wiener-Zygmund Stochastic Integrals 2006Nonclausal stochastic integrals and calculus 1989On stochastic integration by series of Wiener integrals 1991Itô's lemma without non-anticipatory conditions

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Year1988

Typearticle

Published1988-02-01

VenueJournal of Multivariate Analysis

ISSN-L0047-259X

Languageen

Citations37

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0047-259x(88)90037-1

openalex_workW2042847706

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