Gaussian and non-Gaussian processes of zero power variation (Q2786487)
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scientific article; zbMATH DE number 6541389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian and non-Gaussian processes of zero power variation |
scientific article; zbMATH DE number 6541389 |
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Gaussian and non-Gaussian processes of zero power variation (English)
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12 February 2016
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stochastic integral
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martingale
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Gaussian processes
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power variation
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generalized Stratonovich integral
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non-Gaussian processes
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