Variations of random processes with independent increments

DOI10.1007/BF01850664MaRDI QIDQ800047zbMATH OpenFDO

Authors S. G. Bobkov

Publication date 1984

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

Full work available at URL https://doi.org/10.1007/BF01850664

zbMATH Keywords

Ito's integralmultiple stochastic integrals

Mathematics Subject Classification ID

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

Review text

Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 130, 23-35 (Russian) (1983; Zbl 0527.60074).

Cited in

(5)

• Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
• scientific article; zbMATH DE number 4009479 (Why is no real title available?)
• scientific article; zbMATH DE number 50113 (Why is no real title available?)
• scientific article; zbMATH DE number 140561 (Why is no real title available?)
• Generalized independent increments processes

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