Quadratic variation of functionals of two-parameter Wiener process

DOI10.1016/0047-259X(76)90011-7MaRDI QIDQ1241216zbMATH OpenOpenAlexFDO

Authors Nasrollah Etemadi, Albert T. Wang

Publication date 1976

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(76)90011-7

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Cites work

• scientific article; zbMATH DE number 3127712 (Why is no real title available?)
• scientific article; zbMATH DE number 3329342 (Why is no real title available?)
• Sample functions of the \(N\)-parameter Wiener process
• Some Sample Function Properties of the Two-parameter Gaussian Process
• Stochastic integrals in the plane
• The oscillation of stochastic integrals

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