Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis
Reference8 articles.
1. Baxter, G.: A strong limit theorem for Gaussian processes. Proc. Amer. math. Soc. 7, 522?525 (1956).
2. Berman, S. M.: Oscillation of sample functions in diffusion processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 1, 247?250 (1963). See also correction in review of this paper: Math. Reviews 28, p. 132 (1964).
3. Doob, J. L.: Stochastic Processes. New York: John Wiley 1953.
4. Gladyshev, E. G.: A new limit theorem for stochastic processes with Gaussian increments. Teoria Verojatn. Primen 6, 52?61 (1961).
5. ItÔ, K.: On a formula concerning stochastic differentials. Nagoya math. J. 3, 55?65, 1951.
Cited by
22 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. To the parametric identification of Markov diffusions; the use of the maximum quadratic variation functional;Mathematics and Computers in Simulation;1995-05
2. Girsanov’s Theorem and First Applications;Grundlehren der mathematischen Wissenschaften;1991
3. Representation of Martingales;Grundlehren der mathematischen Wissenschaften;1991
4. Excursions;Grundlehren der mathematischen Wissenschaften;1991
5. Estimation of the drift for diffusion process;Statistics;1985-01