Stability of stochastic processes defined by integral functionals

DOI10.4064/SM-103-3-225-238MaRDI QIDQ4319995zbMATH OpenOpenAlexFDO

Authors K. Urbanik

Publication date 15 January 1995

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/215947

zbMATH Keywords

integral functionalsindependent increments

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cited in

(5)

• An Application of the Stratification Method to the Study of Functionals of Processes with Independent Increments
• Asymptotic properties of integral functionals of geometric stochastic processes
• Stability of stochastic integrals under change of filtration
• Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes
• scientific article; zbMATH DE number 706383 (Why is no real title available?)

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