The quadratic variation of random processes
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Publication:5609762
DOI10.1007/BF00535834zbMath0209.19104MaRDI QIDQ5609762
Publication date: 1971
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Cites Work
- A Strong Limit Theorem for Gaussian Processes
- A Limit Theorem for Processes with Stationary Independent Increments
- A Limit Theorem for a Function of the Increments of a Decomposable Process
- A New Limit Theorem for Stochastic Processes with Gaussian Increments
- The Sample Function Regularity of Linear Random Processes
- A characterization of the normal distribution
- The oscillation of stochastic integrals
- Sample quadratic variation of sample continuous, second order martingales
- Oscillation of sample functions in diffusion processes
- L 2-martingales and orthogonal decomposition
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