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Multiple Wiener–Itô Integrals

1981
Here we discuss the original Wiener–Ito integrals with respect to a random orthogonal measure. We give their most important properties and also present some results about their relation to the Wiener–Ito integrals with respect to a random spectral measure and to the classical Ito integrals of stochastic processes.
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THE WIENER INTEGRAL

Russian Mathematical Surveys, 1963
CONTENTSIntroduction ??1. Definition of the Wiener integral ??2. Change of variables in Wiener integrals ??3. Differential equations and the Wiener integral ??4. The Wiener integral and integral equations ??5. The Fourier-Wiener transform ??6. The indefinite Wiener integral ??7. Approximate evaluation of continuous integrals ??8.
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Wiener-Itô integrals and Wiener chaos

2011
We will now introduce the notion of a completely random measure on a Polish space (Z, Z), as well as those of a stochastic measure of order n ≥ 2, a diagonal measure and a multiple (stochastic) Wiener-Ito integral. All these concepts can be unified by means of the formalism introduced in Chapters 2–4.
Giovanni Peccati, Murad S. Taqqu
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INDEPENDENCE OF DOUBLE WIENER INTEGRALS

Econometric Theory, 2001
In this paper a necessary and sufficient condition is obtained for two double Wiener integrals to be statistically independent, first in the case of symmetric and continuous kernels. It is also shown that, for more than two double Wiener integrals, pairwise independence implies mutual independence.
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Wiener-Hopf Integral Operators

1990
In this chapter we deal with integral operators of the following type: Open image in new ...
Israel Gohberg   +2 more
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Approximation of Wiener integrals

Journal of Computational Physics, 1987
The author presents a simple derivation of \textit{A. J. Chorin}'s quadrature formula for the Wiener integral [Math. Comput. 27, 1-15 (1973; Zbl 0256.65013)]. A numerical example is given.
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Approximation of a conditional wiener integral

Journal of Computational Physics, 1968
Abstract An approximation for conditional Wiener integrals, similar to Cameron's “Simpson's Rule” for unconditional Wiener integrals, is developed. An alternate derivation of Konheim and Miranker's prescription for the development of higher-order formulas is presented.
Fosdick, L. D., Jordan, H. F.
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