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 @@
-Normal rank
@@ Property / cites work @@
+Q5436606
@@ Property / cites work: Q5436606 / rank @@
+Normal rank
@@ 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