nualart.ortiz-latorre:11:multidimensional¶
BibTeX Entry:
@incollection{nualart.ortiz-latorre:11:multidimensional,
author = {Nualart, D. and Ortiz-Latorre, S.},
booktitle = {Stochastic analysis, stochastic systems, and applications to finance},
doi = {10.1142/9789814355711\_0001},
mrclass = {60H05 (60G15 60G22 60H07 91G20)},
mrnumber = {2884564},
mrreviewer = {Christel Geiss},
pages = {3--26},
publisher = {World Sci. Publ., Hackensack, NJ},
title = {Multidimensional {W}ick-{I}t\^{o} formula for {G}aussian processes},
url = {https://doi.org/10.1142/9789814355711\_0001},
year = {2011}
}