The oscillation of stochastic integrals

DOI10.1007/BF00536744MaRDI QIDQ5534648zbMATH OpenFDO

Authors Eugene Wong, Moshe Zakai

Publication date 1965

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00536744

zbMATH Keywords

probability theory

Cites work

• A Limit Theorem for Processes with Stationary Independent Increments
• A New Limit Theorem for Stochastic Processes with Gaussian Increments
• A Strong Limit Theorem for Gaussian Processes
• scientific article; zbMATH DE number 3052578 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• On a Formula Concerning Stochastic Differentials
• Oscillation of sample functions in diffusion processes
• Some comments on the detection of Gaussian signals in Gaussian noise

Cited in

(10)

• Quadratic variation of functionals of two-parameter Wiener process
• To the parameter identification of Markov diffusions; the use of the maximum quadratic variation functional
• Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations
• Estimation of the drift for diffusion process
• Quadratic Integration of Gaussian Processes
• A characterization of the normal distribution
• Second Order Itô Processes
• Sample quadratic variation of sample continuous, second order martingales
• The quadratic variation of random processes
• Quadratic Variation of Potentials and Harmonic Functions

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