The quadratic variation of random processes

DOI10.1007/BF00535834MaRDI QIDQ5609762zbMATH OpenOpenAlexFDO

Authors P. A. Pierre

Publication date 1971

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

Full work available at URL https://doi.org/10.1007/bf00535834

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Generalized stochastic processes (60G20)

Cites work

• A characterization of the normal distribution
• A Limit Theorem for a Function of the Increments of a Decomposable Process
• 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
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• L 2-martingales and orthogonal decomposition
• Oscillation of sample functions in diffusion processes
• Sample quadratic variation of sample continuous, second order martingales
• The oscillation of stochastic integrals
• The Sample Function Regularity of Linear Random Processes

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