IN the second volume of his large treatise on the integral calculus, Mr. Edwards deals with multiple integrals, gamma functions, Dirichlet integrals, definite integrals in general, contour integration ...
Cylindrical and spherical coordinates, double and triple integrals, line and surface integrals. Change of variables in multiple integrals; gradient, divergence, and ...
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 ...