On an Independence Criterion for Multiple Wiener Integrals
Work
Year: 1991
Type: article
Abstract: Ustunel and Zakai have recently obtained a necessary and sufficient condition for two multiple Wiener integrals with respect to the same Brownian motion to be independent. In the present note, the suf... more
Source: The Annals of Probability
Author Olav Kallenberg
Cites:
Cited by: 26
Related to: 10
FWCI: 0.604
Citation percentile (by year/subfield): 85.29
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze