Stationary discrete- and continuous-time processes. Stochastic integral over measure with orthogonal values
In: Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory; (2010) S. 107-127
Online
E-Book
Zugriff:
Titel: |
Stationary discrete- and continuous-time processes. Stochastic integral over measure with orthogonal values
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Autor/in / Beteiligte Person: | Gusak, Dmytro ; Kukush, Alexander ; Kulik, Alexey ; Mishura, Yuliya ; Pilipenko, Andrey |
Quelle: | Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory; (2010) S. 107-127 |
Veröffentlichung: | 2010 |
Medientyp: | E-Book |
ISBN: | 978-0-387-87861-4 (print) ; 978-0-387-87862-1 (print) |
DOI: | 10.1007/978-0-387-87862-1_8 |
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