Wiener Functionals as Ito Integrals
Work
Year: 1977
Type: article
Abstract: Every measurable real-valued function $f$ on the space of Wiener process paths $\{W(t): 0 \leqq t \leqq 1\}$ can be represented as an Ito stochastic integral $\int^1_0 \varphi(t, \omega) dW(t, \omega)... more
Source: The Annals of Probability
Author R. M. Dudley
Cites:
Cited by: 31
Related to: 10
FWCI: 0.98
Citation percentile (by year/subfield): 81.58
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze