Representation of Gaussian semimartingales with applications to the covariance function (Q3080992): Difference between revisions

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+W2165260876
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+Gaussian moving averages and semimartingales
@@ Property / cites work: Gaussian moving averages and semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy driven moving averages and semimartingales
@@ Property / cites work: Lévy driven moving averages and semimartingales / rank @@
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+Equivalence of Volterra processes.
@@ Property / cites work: Equivalence of Volterra processes. / rank @@
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+Gaussian moving averages, semimartingales and option pricing.
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@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian quasimartingales
@@ Property / cites work: Gaussian quasimartingales / rank @@
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@@ Property / cites work @@
+Q4002918
@@ Property / cites work: Q4002918 / rank @@
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@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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@@ Property / cites work @@
+Arbitrage with Fractional Brownian Motion
@@ Property / cites work: Arbitrage with Fractional Brownian Motion / rank @@
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@@ Property / cites work @@
+Semimartingales gaussiennes — application au probleme de l'innovation
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+Publication:3080992