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A method for studying the integral functional of stochastic processes with applications

✍ Scribed by Prem S. Puri


Publisher
Springer
Year
1972
Tongue
English
Weight
503 KB
Volume
23
Category
Article
ISSN
1432-2064

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Applications of a formula for the varian
✍ Ruzong Fan; Kenneth Lange; Edsel PeΓ±a πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 104 KB

This paper uses ItΓ΄'s formula to obtain a representation of the variance function of a class of stochastic processes having right continuous paths with left limits. The representation allows one to generalize recent results of Ball and Faddy concerning over-and under-dispersion of pure birth process