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  • Search: subject:"Two-parameter Wiener process Quadratic variation"
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Two-parameter Wiener process Quadratic variation 1
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Etemadi, Nasrollah 1 Wang, Albert T. 1
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Journal of Multivariate Analysis 1
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Quadratic variation of functionals of two-parameter Wiener process
Etemadi, Nasrollah; Wang, Albert T. - In: Journal of Multivariate Analysis 6 (1976) 4, pp. 630-643
The quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s, t)) is investigated, where W(s, t) is the standard two-parameter Wiener process and f is a function on the reals. The existence of the quadratic variation is obtained under the condition that f' is...
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