Gaussian and non-Gaussian processes of zero power variation

DOI10.1051/ps/2014031zbMath1333.60114arXiv0912.0782OpenAlexW2074638354MaRDI QIDQ2786487

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.0782

zbMATH Keywords

Gaussian processes martingale stochastic integral power variation non-Gaussian processes generalized Stratonovich integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05)

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