QUADRATIC VARIATION OF PROCESSES WITH GAUSSIAN INCREMENTS

被引：34

作者：

KLEIN, R

GINE, E

机构：

[1] INST MATEMATICA PURA & APLICADA, RUA LUIZ CAMOES 68, RIO DE JANEIRO, BRAZIL

[2] INST VENEZOLANO INVEST CIENT, DEPT MATEMATICAS, APARTADO 1827, CARACAS 101, VENEZUELA

来源：

关键词：

D O I：

10.1214/aop/1176996311

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：716 / 721

页数：6

共 6 条

[1]

Baxter G., 1956, P AM MATH SOC, V7, P522

[2] SAMPLE FUNCTIONS OF GAUSSIAN PROCESS [J].

DUDLEY, RM .

[3]

FERNANDEZDELAVE.W, 1973, ANN PROBAB, V2, P551

[4]

Gladyshev EG., 1961, THEOR PROBAB APPL, V6, P57

HANSON, DL ;

WRIGHT, FT .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03) :1079-&

[6] The Brownian motion plane [J].

Levy, MP .