\(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.

DOI10.1016/S0304-4149(02)00238-7zbMath1075.60531MaRDI QIDQ2574559

Francesco Russo, Mohammed Errami

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

symmetric integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

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