The Royal Society is a self-governing Fellowship of many of the world's most distinguished scientists drawn from all areas of science, engineering and medicine, and is the oldest scientific academy in ...

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 ...