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A stochastic integral for Gaussian processes in the plane. (English. Russian original) Zbl 0665.60056

J. Sov. Math. 43, No. 3, 2486-2491 (1988); translation from Issled. Prikl. Mat. 7, 103-111 (1979).
See the review in Zbl 0458.60056.

MSC:

60H05 Stochastic integrals
60G15 Gaussian processes
60G60 Random fields

Citations:

Zbl 0458.60056
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Full Text: DOI

References:

[1] E. A. Begovatov, ?A stochastic integral for a Gaussian process,? Teor. Veroyatn. Primen.,14, 370?372 (1969). · Zbl 0181.44204
[2] B. Cairoli and J. B. Walsh, ?Stochastic integrals in the plane,? Acta Math.,134, No. 1?2, 111?183 (1975). · Zbl 0334.60026 · doi:10.1007/BF02392100
[3] M. Loeve, Probability Theory, Van Nostrand, Princeton (1963).
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.