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A stochastic integral for Gaussian processes in the plane

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Literature cited

  1. E. A. Begovatov, “A stochastic integral for a Gaussian process,” Teor. Veroyatn. Primen.,14, 370–372 (1969).

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  2. B. Cairoli and J. B. Walsh, “Stochastic integrals in the plane,” Acta Math.,134, No. 1–2, 111–183 (1975).

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  3. M. Loeve, Probability Theory, Van Nostrand, Princeton (1963).

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Translated from Issledovaniya po Prikladnoi Matematike, No. 7, pp. 103–110, 1979.

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Strukov, E.N. A stochastic integral for Gaussian processes in the plane. J Math Sci 43, 2486–2491 (1988). https://doi.org/10.1007/BF01095657

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  • DOI: https://doi.org/10.1007/BF01095657

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