We derive conditional Gaussian type identities of the form
Nous obtenons des identités gaussiennes conditionnelles de la forme
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Nicolas Privault 1; Qihao She 1
@article{CRMATH_2015__353_12_1153_0, author = {Nicolas Privault and Qihao She}, title = {Conditionally {Gaussian} stochastic integrals}, journal = {Comptes Rendus. Math\'ematique}, pages = {1153--1158}, publisher = {Elsevier}, volume = {353}, number = {12}, year = {2015}, doi = {10.1016/j.crma.2015.09.022}, language = {en}, }
Nicolas Privault; Qihao She. Conditionally Gaussian stochastic integrals. Comptes Rendus. Mathématique, Volume 353 (2015) no. 12, pp. 1153-1158. doi : 10.1016/j.crma.2015.09.022. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2015.09.022/
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