On the cross-variation of a class of stochastic processes
The present paper deals with the study of the cross-variation of two-dimensional stochastic process defined using the Young integral with respect to a continuous, α-self-similar Gaussian process that does not necessarily have stationary increments, with increment exponent some β>0. We analyze the...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-11-01
|
| Series: | Results in Applied Mathematics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037424000797 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|