QUADRATIC VARIATION OF PROCESSES WITH GAUSSIAN INCREMENTS

被引：33

作者：

KLEIN, R

GINE, E

机构：

[1] INST MATEMATICA PURA & APLICADA, RUA LUIZ CAMOES 68, RIO DE JANEIRO, BRAZIL

[2] INST VENEZOLANO INVEST CIENT, DEPT MATEMATICAS, APARTADO 1827, CARACAS 101, VENEZUELA

来源：

ANNALS OF PROBABILITY | 1975年 / 3卷 / 04期

关键词：

D O I：

10.1214/aop/1176996311

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：716 / 721

页数：6

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