Quadratic Integration of Gaussian Processes

DOI10.2307/2044172zbMath0478.60064OpenAlexW4242297813MaRDI QIDQ3935967

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Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2044172

zbMATH Keywords

Ito's lemma

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

Related Items (1)

The limit of the integral sums connected with processes of Baxter type

Cites Work

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• Quadratic variation of functionals of Brownian motion
• A Strong Limit Theorem for Gaussian Processes
• The oscillation of stochastic integrals
• Quadratic Variation of Potentials and Harmonic Functions

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