Spectral characterization of the optimal quadratic variation process
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Publication:1343601
DOI10.1016/0304-4149(94)00011-5zbMath0814.60042OpenAlexW2139422613MaRDI QIDQ1343601
Peter Spreij, Kacha Dzhaparidze
Publication date: 18 June 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)00011-5
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