Applications of a formula for the variance function of a stochastic process

DOI10.1016/S0167-7152(98)00198-9zbMATH Open0931.60063OpenAlexW2076719471MaRDI QIDQ1293835FDOQ1293835

Authors: Ruzong Fan, Kenneth Lange, Edsel A. Peña 

Publication date: 28 February 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00198-9

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zbMATH Keywords

variance[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD%27s+formula&go=Go It��'s formula]stochastic process

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25)

Cites Work

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• Stochastic differential equations. An introduction with applications.
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Cited In (3)

• Title not available (Why is that?)
• Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
• A Technique of Finding the Variance of a Stochastic Integral Equation

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