Variations of random processes with independent increments

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In the paper one considers random processes ξso≤s≤t with independent increments, continuous in the mean (∀P<∞). One establishes relations among multiple integrals, variations, i.e., the limits of sums of the form {Mathematical expression}, and the Itô stochastic integrals.

Original languageEnglish (US)
Pages (from-to)3181-3189
Number of pages9
JournalJournal of Soviet Mathematics
Issue number6
StatePublished - Dec 1984


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