✦ LIBER ✦

Quadratic variation of functionals of two-parameter Wiener process

✍ Scribed by Nasrollah Etemadi; Albert T Wang

Publisher: Elsevier Science
Year: 1976
Tongue: English
Weight: 543 KB
Volume: 6
Category: Article
ISSN: 0047-259X
DOI: 10.1016/0047-259x(76)90011-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On a martingale characterization of two-

On a martingale characterization of two-parameter Wiener process

✍ Enrique M. Cabaña 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 527 KB

Quadratic estimators of quadratic functi

Quadratic estimators of quadratic functions of normal parameters

✍ Andrew L. Rukhin 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 451 KB

Two different kinds of liminfs on the LI

Two different kinds of liminfs on the LIL for two-parameter Wiener processes

✍ Li-Xin Zhang 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 435 KB

Simple function properties of two-parame

Simple function properties of two-parameter Markov processes

✍ Xiao-Wen Zhou; Jian-Wei Zhou 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 741 KB

Robust quadratic optimization of systems

Robust quadratic optimization of systems with large parameter variations

✍ Mansour Eslami 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 791 KB

On the Hausdorff Dimension of the Set Ge

On the Hausdorff Dimension of the Set Generated by Exceptional Oscillations of a Two-Parameter Wiener Process

✍ Zacharie Dindar 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 173 KB

proved that for 0 \* 1 the set where W$(t) is a standard Wiener process. A corresponding result is obtained when W$ is replaced by a two-parameter Wiener process.