Volume 91; Issue 1

Stochastic Processes and their Applications

Volume 91; Issue 1
2

Stationary self-similar random fields on the integer lattice

Zhiyi Chi
Journal:
Stochastic Processes and their Applications
Year:
2001
Language:
english
File:
PDF, 140 KB
english, 2001
3

On the simulation of iterated Itô integrals

Tobias Rydén, Magnus Wiktorsson
Journal:
Stochastic Processes and their Applications
Year:
2001
Language:
english
File:
PDF, 142 KB
english, 2001
8

Generalization of Itô's formula for smooth nondegenerate martingales

S. Moret, D. Nualart
Journal:
Stochastic Processes and their Applications
Year:
2001
Language:
english
File:
PDF, 263 KB
english, 2001