Stochastic integration with respect to Gaussian processes
- Author
- DECREUSEFOND, Laurent1
[1] E.N.S.T. 46, rue Barrault, 75634 Paris, France - Source
Comptes rendus. Mathématique. 2002, Vol 334, Num 10, pp 903-908 ; ref : 16 ref
- ISSN
- 1631-073X
- Scientific domain
- Mathematics
- Publisher
- Elsevier, Paris
- Publication country
- France
- Document type
- Article
- Language
- English
- Keyword (fr)
- Espace Hilbert Intégrale stochastique Mouvement brownien Processus Gauss Processus fractionnaire Processus stochastique Application Hilbert Schmidt Espace Cameron Martin Intégrale type Stratonovitch Skorohod
- Keyword (en)
- Hilbert space Stochastic integral Brownian motion Gaussian process Fractional process Stochastic process Hilbert Schmidt map Cameron Martin space Stratonovitch Skorohod type integral
- Keyword (es)
- Espacio Hilbert Integral estocástica Movimiento browniano Proceso Gauss Proceso fraccionario Proceso estocástico
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E15 Integral equations
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01I Stochastic analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 14186988
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/S1631-073X(02)02360-9 
https://dx.doi.org/10.1016/S1631-073X(02)02360-9
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