A trivariate version of Lévy's equivalence

DOI10.1016/0167-7152(86)90030-1zbMath0581.60030OpenAlexW2021541896MaRDI QIDQ1067685

Gordon Simons

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90030-1

zbMATH Keywords

Tanaka's formulaLévy's equivalencetrivariate stochastic processes

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Stochastic integrals (60H05)

Cites Work

• A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
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