Digitale Medien
College Park, Md.
:
American Institute of Physics (AIP)
Journal of Mathematical Physics
38 (1997), S. 4763-4770
ISSN:
1089-7658
Quelle:
AIP Digital Archive
Thema:
Mathematik
,
Physik
Notizen:
We show how moments of stochastic integrals can be expressed explicitly as expectation values of ordinary Lebesgue integrals. This result generalizes the well known relationship for the second moment. © 1997 American Institute of Physics.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1063/1.532121
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