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ArticleMultiple stochastic integrals with dependent integrators

Robert P. Fox1987

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Articlebronze1987

Multiple stochastic integrals with dependent integrators

Robert P. Fox · Murad S. Taqqu

57 citations·0/0 files stored·Journal of Multivariate Analysis

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Stochastic processes and financial applications Probability and Statistical Research Random Matrices and Applications

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References

1975Weak convergence to fractional brownian motion and to the rosenblatt process 1951Multiple Wiener Integral 1981Multiple Wiener-Itô Integrals

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1986A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence 2014Quadratic variations for the fractional-colored stochastic heat equation

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Details

Year1987

Typearticle

Published1987-02-01

VenueJournal of Multivariate Analysis

ISSN-L0047-259X

Languageen

Citations57

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0047-259x(87)90101-1

openalex_workW1967079735

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