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Stochastic integration and one class of Gaussian random processes - MaRDI portal

Stochastic integration and one class of Gaussian random processes

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Publication:4705243

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DOI10.1007/BF02487387zbMath0948.60045MaRDI QIDQ4705243

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Publication date: 19 December 1999

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Gaussian process quadratic variation Itô's formula extended stochastic integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (4)

Properties of Gaussian local times ⋮ Local times of self-intersection ⋮ Stochastic anticipating boundary value problems ⋮ Clark representation for local times of self-intersection of Gaussian integrators

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