The Range of Integral Functionals Among General Wiener Functionals
01 January 1985
Given a Wiener process W = W(t), 0 t 1, let U be class of nonanticipating functionals u = u(s) =u(s,W30), 0 s 1 of finite "energy" (i.e. E 10 u2sds
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01 January 1985
Given a Wiener process W = W(t), 0 t 1, let U be class of nonanticipating functionals u = u(s) =u(s,W30), 0 s 1 of finite "energy" (i.e. E 10 u2sds