Stochastic calculus with respect to continuous finite quadratic variation processes (Q4504920)
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scientific article; zbMATH DE number 1506559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus with respect to continuous finite quadratic variation processes |
scientific article; zbMATH DE number 1506559 |
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Stochastic calculus with respect to continuous finite quadratic variation processes (English)
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14 September 2000
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quadratic variation of a continuous process
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regularization procedure
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Gaussian processes
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