Brownian excursions, stochastic integrals, and representation of wiener functionals

Electronic Journal of Probability

Volumn 11, Issue , 2006, Pages 199-248

  Picard, Jean ^a  

^a UNIVERSITÉ BLAISE PASCAL   (France)

Author keywords

Anticipating calculus; Brownian excursions; Malliavin calculus; Stochastic integral representation; Stochastic integrals

Indexed keywords

EID: 33645023909     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v11-310     Document Type: Article

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