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Stochastic integrals for gaussian random functions

 

作者: Ognian B. Enchev,   Jordan M. Stoyanov,  

 

期刊: Stochastics  （Taylor Available online 1980）
卷期: Volume 3, issue 1-4  

页码: 277-289

 

ISSN:0090-9491

 

年代: 1980

 

DOI:10.1080/17442508008833151

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A construction of stochastic integrals Jl,, f dX is given where Fand X are random processes. Conditions of martingale type forXand nonanticipating of f with respect toXare not assumed. We suppose that f;,Xare Gaussian processes, all other conditions are expressed in terms of the covariance functions off andX.

 

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