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

DOI10.1016/S0167-7152(98)00198-9MaRDI QIDQ1293835zbMATHOpenAlexFDO

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

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)

Recommendations

• A Technique of Finding the Variance of a Stochastic Integral Equation
• scientific article; zbMATH DE number 1111381
• scientific article; zbMATH DE number 3992588
• Estimation of the variance and its applications
• Application of functional integrals to stochastic equations
• Stochastic processes. From applications to theory

Cites work

• scientific article; zbMATH DE number 3969958 (Why is no real title available?)
• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 621884 (Why is no real title available?)
• scientific article; zbMATH DE number 790832 (Why is no real title available?)
• scientific article; zbMATH DE number 3892344 (Why is no real title available?)
• Stochastic differential equations. An introduction with applications.

Cited in

(3)

• scientific article; zbMATH DE number 4174034 (Why is no real title available?)
• Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
• A Technique of Finding the Variance of a Stochastic Integral Equation

This page was built for publication: Applications of a formula for the variance function of a stochastic process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1293835)