Oscillation of sample functions in diffusion processes

DOI10.1007/BF00532496MaRDI QIDQ5730539zbMATH OpenFDO

Authors Simeon M. Berman

Publication date 1963

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00532496

zbMATH Keywords

probability theory

Cites work

• A Limit Theorem for Processes with Stationary Independent Increments
• A Strong Limit Theorem for Gaussian Processes
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• The behavior of measure and measurability under change of scale in Wiener space

Cited in

(6)

• On the relation between ordinary and stochastic differential equations
• Sign-Invariant Random Variables and Stochastic Processes with Sign-invariant Increments
• The oscillation of stochastic integrals
• Second Order Itô Processes
• Sample quadratic variation of sample continuous, second order martingales
• The quadratic variation of random processes

This page was built for publication: Oscillation of sample functions in diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5730539)