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 ...
In my recent publication on the H-function of two variables [4], the double integrals are evaluated by using the technique of known integrals. In the present study a very general type of double ...
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