Prediction law of mixed Gaussian Volterra processes (Q2288751): Difference between revisions

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+Gaussian Hilbert Spaces
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+Hedging in fractional Black-Scholes model with transaction costs
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+Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions
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@@ Property / cites work @@
+Stochastic analysis of Gaussian processes via Fredholm representation
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@@ Property / cites work @@
+Prediction law of fractional Brownian motion
@@ Property / cites work: Prediction law of fractional Brownian motion / rank @@
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+Generalized Gaussian bridges
@@ Property / cites work: Generalized Gaussian bridges / rank @@
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+.1016/J.SPL.2019.108594
@@ Property / DOI: 10.1016/J.SPL.2019.108594 / rank @@
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