Constructing a Stochastic Integral of a Nonrandom Function without Orthogonality of the Noise
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97981469
Reference9 articles.
1. Differential-Space
2. On the Theory of Stationary Random Processes
3. Stochastic integral
4. Stochastic and Multiple Wiener Integrals for Gaussian Processes
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2. Invariance principle for canonical U- and V-statistics based on dependent observations;Siberian Advances in Mathematics;2015-01
3. Limit theorems for the canonical von Mises statistics with dependent data;Siberian Mathematical Journal;2006-11
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