Variance and Covariance of Accumulated Displacement Estimates
نویسندگان
چکیده
منابع مشابه
Variance and Covariance Processes
In this section, we motivate the construction of variance and covariance processes for continuous local martingales, which is crucial in the construction of stochastic integrals w.r.t. continuous local martingales as we shall see. In this section, unless otherwise specified, we fix a Brownian motion Bt and a filtration {Ft} such that: 1. For each t, Bt is Ft-measurable. 2. For and s ≤ t, the ra...
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ژورنال
عنوان ژورنال: Ultrasonic Imaging
سال: 2013
ISSN: 0161-7346,1096-0910
DOI: 10.1177/0161734613479246