The oscillation of stochastic integrals
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Publication:5534648
DOI10.1007/BF00536744zbMath0154.18603MaRDI QIDQ5534648
Publication date: 1965
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (10)
Second Order Itô Processes ⋮ To the parameter identification of Markov diffusions; the use of the maximum quadratic variation functional ⋮ Sample quadratic variation of sample continuous, second order martingales ⋮ The quadratic variation of random processes ⋮ Quadratic Integration of Gaussian Processes ⋮ A characterization of the normal distribution ⋮ Quadratic Variation of Potentials and Harmonic Functions ⋮ Quadratic variation of functionals of two-parameter Wiener process ⋮ Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations ⋮ Estimation of the drift for diffusion process
Cites Work
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- A Strong Limit Theorem for Gaussian Processes
- A Limit Theorem for Processes with Stationary Independent Increments
- A New Limit Theorem for Stochastic Processes with Gaussian Increments
- Some comments on the detection of Gaussian signals in Gaussian noise
- Oscillation of sample functions in diffusion processes
- On a Formula Concerning Stochastic Differentials
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