An elementary transformation formula is derived, allowing double integrals of the type introduced by F. Beukers to be reduced, and new ones to be constructed. Journal Information The Monthly publishes ...
We study the small time path behavior of double stochastic integrals of the form $\int_{0}^{t} (\int_{0}^{r} b(u) dW(u))^{T} dW(r)$, where W is a d-dimensional Brownian motion and b is an integrable ...
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