مرکز منطقه ای اطلاع رساني علوم و فناوري - Iterated integrals with respect to Bessel processes

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 :

From page :

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

Link To Document :