Independence of a Class of Multiplestochastic
نویسنده
چکیده
We show that two multiple stochastic integrals I n (f n), I m (g m) with respect to the solution (M t) t2I R + of a deterministic structure equation are independent if and only if two contractions of f n and g m , denoted as f n 0 1 g m , f n 1 1 g m , vanish almost everywhere.
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تاریخ انتشار 1996