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

DOI10.1007/BF01098489MaRDI QIDQ757984zbMATH OpenFDO

Authors A. A. Kurchenko

Publication date 1991

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+formula&go=Go It�� formula]integral sumsprocesses of Baxter typevectorial random Gaussian processes

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 4042956 (Why is no real title available?)
• scientific article; zbMATH DE number 3505969 (Why is no real title available?)
• On quadratic variation of processes with Gaussian increments
• Quadratic Integration of Gaussian Processes

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