Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 2, Pages 376–380 (Mi tvp4298)  
This article is cited in 8 scientific papers (total in 8 papers)

Short Communications

Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals

Yu. M. Kabanov

Moscow
Full-text PDF (590 kB) Citations (8)
Abstract: In this paper, a result is proved concerning the structure of functionals of a Poisson process. A simple proof of an analogous result for a Wiener process is also given.
Received: 24.02.1972
English version:
Theory of Probability and its Applications, 1973, Volume 18, Issue 2, Pages 362–365
DOI: https://doi.org/10.1137/1118040
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. M. Kabanov, “Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals”, Teor. Veroyatnost. i Primenen., 18:2 (1973), 376–380; Theory Probab. Appl., 18:2 (1973), 362–365
Citation in format AMSBIB
\Bibitem{Kab73}
\by Yu.~M.~Kabanov
\paper Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 2
\pages 376--380
\mathnet{http://mi.mathnet.ru/tvp4298}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=319265}
\zmath{https://zbmath.org/?q=an:0316.60039}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 18
\issue 2
\pages 362--365
\crossref{https://doi.org/10.1137/1118040}
Linking options:
  • https://www.mathnet.ru/eng/tvp4298
  • https://www.mathnet.ru/eng/tvp/v18/i2/p376
    • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024