The distribution of a double stochastic integral with respect to two independent brownian sheets
Work
Year: 1988
Type: article
Abstract: Let be two two-parameter independent Wiener processes. We compute the characteristic function of the stochastic integral and we give an expression for its moments
Source: Stochastics
Authors Olga Julià, David Nualart
Institution Universitat de Barcelona
Cites: 11
Cited by: 6
Related to: 10
FWCI:
Citation percentile (by year/subfield): 67.23
Subfield: Finance
Domain: Social Sciences
Open Access status: green