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

@@ Property / DOI @@
-.1016/j.spl.2019.108594
@@ Property / DOI: 10.1016/j.spl.2019.108594 / rank @@
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@@ Property / author @@
-Tommi Sottinen
@@ Property / author: Tommi Sottinen / rank @@
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@@ Property / author @@
+Tommi Sottinen
@@ Property / author: Tommi Sottinen / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2969246953
@@ Property / OpenAlex ID: W2969246953 / rank @@
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@@ Property / arXiv ID @@
+.09799
@@ Property / arXiv ID: 1904.09799 / rank @@
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@@ Property / cites work @@
+Q5436606
@@ Property / cites work: Q5436606 / rank @@
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@@ Property / cites work @@
+Gaussian Hilbert Spaces
@@ Property / cites work: Gaussian Hilbert Spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging in fractional Black-Scholes model with transaction costs
+Normal rank
@@ Property / cites work @@
+Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of Gaussian processes via Fredholm representation
+Normal rank
@@ Property / cites work @@
+Prediction law of fractional Brownian motion
@@ Property / cites work: Prediction law of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Gaussian bridges
@@ Property / cites work: Generalized Gaussian bridges / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q127334888
@@ Property / Wikidata QID: Q127334888 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPL.2019.108594
@@ Property / DOI: 10.1016/J.SPL.2019.108594 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2288751