Oscillation of sample functions in diffusion processes

DOI10.1007/BF00532496zbMath0119.14603MaRDI QIDQ5730539

Simeon M. Berman

Publication date: 1963

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

probability theory

Related Items (6)

Second Order Itô Processes ⋮ Sample quadratic variation of sample continuous, second order martingales ⋮ On the relation between ordinary and stochastic differential equations ⋮ The quadratic variation of random processes ⋮ Sign-Invariant Random Variables and Stochastic Processes with Sign-invariant Increments ⋮ The oscillation of stochastic integrals

Cites Work

• Unnamed Item
• A Strong Limit Theorem for Gaussian Processes
• A Limit Theorem for Processes with Stationary Independent Increments
• The behavior of measure and measurability under change of scale in Wiener space

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