Results 41 to 50 of about 68 (62)
Power variation of multiple fractional integrals
Open Mathematics, 2007 Tudor Constantin, Tudor Maria
doaj +1 more source
A stochastic Fubini theorem: BSDE method. [PDF]
J Inequal Appl, 2017 Wang Y.
europepmc +1 more source
The covariation for Banach space valued processes and applications
This article focuses on a new concept of quadratic variation for processes taking values in a Banach space B and a corresponding covariation. This is more general than the classical one of Métivier and Pellaumail.
Francesco Russo +2 more
core
Weak convergence of stochastic integrals on Skorokhod space in Skorokhod's J 1 and M 1 topologies. [PDF]
Probab Theory Relat FieldsSøjmark A, Wunderlich F.
europepmc +1 more source
Some of the next articles are maybe not open access.
Proceedings of the Japan Academy Series A: Mathematical Sciences, 1984
Takeshi Sekiguchi
exaly +2 more sources
Takeshi Sekiguchi
exaly +2 more sources