• Title of article

    Iterated integrals with respect to Bessel processes

  • Author/Authors

    Litan Yan، نويسنده , , Jingyun Ling، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2005
  • Pages
    10
  • From page
    93
  • To page
    102
  • Keywords
    Bessel processes , Iterated stochastic integrals , Brownian motion , martingales , Itoˆ ’s formula
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2005
  • Journal title
    Statistics and Probability Letters
  • Record number

    140547