Quadratic variation of functionals of two-parameter Wiener process

DOI10.1016/0047-259X(76)90011-7zbMath0365.60074OpenAlexW2023534865MaRDI QIDQ1241216

Albert T. Wang, Nasrollah Etemadi

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90011-7

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Cites Work

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• Stochastic integrals in the plane
• Sample functions of the \(N\)-parameter Wiener process
• The oscillation of stochastic integrals
• Some Sample Function Properties of the Two-parameter Gaussian Process

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