Читать книгу Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics - Patrick Muldowney - Страница 17

1 ¹ The random variable could be normally distributed, or Poisson, or binomial, etc.

2 ² It is sometimes convenient to denote the integrand function by , where can be (deterministic), (random, independent of ), or (random, dependent on ).

3 ³ This construction is also described in Muldowney [115].

4 ⁴ Recall also that I1 and I2 make reference to a construction .

5 ⁵ See [MTRV] for discussion of complex‐valued random variables.

6 ⁶ There are other important stochastic integrals, such as .