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

DOI10.1007/BF01098489zbMath0724.60045MaRDI QIDQ757984

A. A. Kurchenko

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Itô formulaintegral sumsprocesses of Baxter typevectorial random Gaussian processes

Mathematics Subject Classification ID

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

Cites Work

• On quadratic variation of processes with Gaussian increments
• Quadratic Integration of Gaussian Processes
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