Quadratic Integration of Gaussian Processes

DOI10.2307/2044172MaRDI QIDQ3935967zbMATH OpenOpenAlexFDO

Authors

Publication date 1981

Full work available at URL https://doi.org/10.2307/2044172

zbMATH Keywords

Ito's lemma

Mathematics Subject Classification ID

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

Cites work

• A Strong Limit Theorem for Gaussian Processes
• scientific article; zbMATH DE number 3608898 (Why is no real title available?)
• scientific article; zbMATH DE number 3436379 (Why is no real title available?)
• Quadratic variation of functionals of Brownian motion
• Quadratic Variation of Potentials and Harmonic Functions
• The oscillation of stochastic integrals

Cited in

(1)

• The limit of the integral sums connected with processes of Baxter type

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