Geodesic
Variations of random process with independent increments
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 25-35

Voir la notice de l'article provenant de la source Math-Net.Ru

For continuous in mean $(\forall p\infty)$ random processes with independent increments $\{\xi_s\}$ relations between multiple integrals, variations (i. e. limits of sums $\sum(\xi_{t_i}-\xi_{t_{i-1}})^n$) and Ito stochastical integrals are established. 
@article{ZNSL_1983_130_a2,
     author = {S. G. Bobkov},
     title = {Variations of random process with independent increments},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {25--35},
     publisher = {mathdoc},
     volume = {130},
     year = {1983},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a2/}
}
TY  - JOUR
AU  - S. G. Bobkov
TI  - Variations of random process with independent increments
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 1983
SP  - 25
EP  - 35
VL  - 130
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a2/
LA  - ru
ID  - ZNSL_1983_130_a2
ER  - 
%0 Journal Article
%A S. G. Bobkov
%T Variations of random process with independent increments
%J Zapiski Nauchnykh Seminarov POMI
%D 1983
%P 25-35
%V 130
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a2/
%G ru
%F ZNSL_1983_130_a2
S. G. Bobkov. Variations of random process with independent increments. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 25-35. http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a2/