Help
Login
Register
Home
Issues
Volume 2, Issue 3 (2015): PRESTO-2015
Fredholm representation of multiparamete ...
Modern Stochastics: Theory and Applications
Submit your article
Information
Become a Peer-reviewer
Article info
Full article
Cited by
More
Article info
Full article
Cited by
Cited by
4
Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions
Integration-by-parts characterizations of Gaussian processes
Ehsan Azmoodeh, Tommi Sottinen, Ciprian A. Tudor, Lauri Viitasaari
https://doi.org/10.1007/s13348-019-00278-x
Journal:
Collectanea Mathematica
Volume 72, Issue 1 (2021), p. 25
Long-range dependent completely correlated mixed fractional Brownian motion
Josephine Dufitinema, Foad Shokrollahi, Tommi Sottinen, Lauri Viitasaari
https://doi.org/10.1016/j.spa.2023.104289
Journal:
Stochastic Processes and their Applications
Volume 170 (2024), p. 104289
Prediction law of mixed Gaussian Volterra processes
Tommi Sottinen, Lauri Viitasaari
https://doi.org/10.1016/j.spl.2019.108594
Journal:
Statistics & Probability Letters
Volume 156 (2020), p. 108594
Sample path properties of multidimensional integral with respect to stochastic measure
Boris Manikin
Vadym Radchenko
https://doi.org/10.15559/24-VMSTA256
Pub. online:
30 May 2024
Type:
Research Article
Open Access
Journal:
Modern Stochastics: Theory and Applications
Volume 11, Issue 4 (2024), pp. 421–437
Citation
PDF
XML
Abstract
The integral with respect to a multidimensional stochastic measure, assuming only its
σ
-additivity in probability, is studied. The continuity and differentiability of realizations of the integral are established.
Export citation
Copy and paste formatted citation
Formatted citation
Placeholder
Citation style
AMS -- Americal Mathematical Society
APA -- American Psychological Association 6th ed.
Chicago -- The Chicago Manual of Style 17th ed.
Download citation in file
Export format
BibTeX
RIS
Authors
Placeholder
Share
RSS
To top