We study the small time path behavior of double stochastic integrals of the form $\int_{0}^{t} (\int_{0}^{r} b(u) dW(u))^{T} dW(r)$, where W is a d-dimensional Brownian motion and b is an integrable ...
This is a preview. Log in through your library . The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis ...
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