The quadratic variation of random processes

Author:

Pierre Percy A.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference16 articles.

1. Levy, P.: Processes stochastiques et mouvement brownian. Paris: Gauthier-Villars 1948.

2. Baxter, G.: A strong limit theorem for Gaussian processes. Proc. Amer. math. Soc. 7, 522?528 (1956).

3. Gladeshev, E.G.: A new limit theorem for random processes with Gaussian increments. Theor. Probab. Appl. 6, 52?61 (1961).

4. Alekseev, V.G.: On the conditions for the orthogonality and equivalence of Gaussian measures in the functional space. Doklady Akad. Nauk SSSR 147, 751?754 (1962).

5. Yaglom, A.M.: Strong limit theorems for stochastic processes. Bernoulli, Bayes, Laplace. Berlin-Heidelberg-New York: Springer 1965.

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