Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 25-35
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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/
@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},
year = {1983},
volume = {130},
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
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
%U http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a2/
%G ru
%F ZNSL_1983_130_a2
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.
