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Dorogovtsev, A. A.

Stochastic integrals with respect to Gaussian random measures. (English. Russian original) Zbl 0788.60070

Theory Probab. Math. Stat. 1992, 53-59 (1992); translation from Teor. Veroyatn. Mat. Stat., Kiev 44, 56-63 (1991).
See the review in Zbl 0749.60051.

MSC:

60H05 Stochastic integrals

Keywords:

Gaussian random measure; extended and symmetric stochastic integrals

Citations:

Zbl 0749.60051
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\textit{A. A. Dorogovtsev}, Theory Probab. Math. Stat. 1992, 53--59 (1991; Zbl 0788.60070); translation from Teor. Veroyatn. Mat. Stat., Kiev 44, 56--63 (1991)