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Original Articles

Stochastic integrals for gaussian random functions

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Pages 277-289 | Accepted 07 Dec 1979, Published online: 22 Dec 2010

References

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  • Yu , Daleckii and Paramonova , S. 1973 . Stochastic integrals with respect to normal distributed additive set functions . Doklady Acad. Nauk SSSR , 208 : 512 – 515 .
  • Huang , S. and Cambanis , S. 1978 . Stochastic and multiple Wiener integrals for Gaussian processes . Ann.Probability , 6 : 585 – 614 .
  • Stoyanov , J. and Enchev , O. 1979 . Stochastic integrals for Gaussian random processes . C.R. , 32 : 1467 – 1470 .
  • Yeh , J. 1975 . Stochastic integral of L2-function with respect to Gaussian processes . Tohoku Math.J , 27 : 175 – 186 .

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