Variations of random processes with independent increments

DOI10.1007/BF01850664zbMATH Open0549.60067MaRDI QIDQ800047FDOQ800047

Authors: S. G. Bobkov 

Publication date: 1984

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

zbMATH Keywords

multiple stochastic integralsIto's integral

Mathematics Subject Classification ID

Markov processes (60J99) Stochastic integrals (60H05)

Cites Work

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Cited In (5)

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• Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
• Generalized independent increments processes

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