Generalized Gaussian bridges (Q740196): Difference between revisions

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+W2087846100
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+.3405
@@ Property / arXiv ID: 1205.3405 / rank @@
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+Canonical decompositions of certain generalized Brownian bridges
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+Further results on some singular linear stochastic differential equations
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+Stochastic calculus with respect to Gaussian processes
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+Martingale representation theorems for initially enlarged filtrations.
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+Conditioned stochastic differential equations: theory, examples and application to finance.
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+Q5446073
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+On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Dynamic Markov bridges motivated by models of insider trading
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+Q3694384
@@ Property / cites work: Q3694384 / rank @@
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+Markovian bridges: weak continuity and pathwise constructions
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+Partial functional quantization and generalized bridges
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+Q5436606
@@ Property / cites work: Q5436606 / rank @@
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+Enlargement of Filtration and Additional Information in Pricing Models: Bayesian Approach
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+Construction of noncanonical representations of a Brownian motion
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+Q3136462
@@ Property / cites work: Q3136462 / rank @@
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+Lévy random bridges and the modelling of financial information
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+Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches
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+Q3477773
@@ Property / cites work: Q3477773 / rank @@
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+Q2774021
@@ Property / cites work: Q2774021 / rank @@
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
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@@ Property / cites work @@
+Q4223074
@@ Property / cites work: Q4223074 / rank @@
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+On Gaussian processes equivalent in law to fractional Brownian motion
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+On the equivalence of multiparameter Gaussian processes
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