STOCHASTIC INTEGRALS FOR GAUSSIAN RANDOM FUNCTIONS.

被引：0

作者：

Enchev, Ognian B.

Stoyanov, Jordan M.

机构：

来源：

Stochastics | 1980年 / 3卷 / 04期

关键词：

GAUSSIAN RANDOM FUNCTIONS;

D O I：

10.1080/17442508008833151

中图分类号：

学科分类号：

摘要：

A construction of stochastic integrals integral // left bracket //0//,//1// right bracket f dX is given where f and X are random processes. Conditions of martingale type for X and nonanticipating of f with respect to X are not assumed. It is assumed that f, X are Gaussian processes; all other conditions are expressed in terms of the covariance functions of f and X.

引用

页码：277 / 289

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