Abstract
Let (Wt) = (W t 1 ,W t 2 ,...,W t d ), d≧2, be a d-dimensional standand Brownian motion and let A(t) be a bounded measurable function from ℝ+ into the space of dxd skew-symmetric matrices and x(t) into ℝd. We are concerned with a class of stochastic processes (L t A,x ) a particular example of which is P. Lēvy's ‘stochastic area’ Open image in new window
Full Text
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call