Spectral representation of Gaussian semimartingales (Q1047164): Difference between revisions

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-.1007/s10959-009-0246-2
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+Stochastic calculus with respect to Gaussian processes
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+Q5436594
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+Gaussian moving averages and semimartingales
@@ Property / cites work: Gaussian moving averages and semimartingales / rank @@
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+Spectral representation of Gaussian semimartingales
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+Lévy driven moving averages and semimartingales
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+Gaussian moving averages, semimartingales and option pricing.
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+Stochastic integration with respect to Volterra processes
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+Arbitrage with Fractional Brownian Motion
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+Semimartingales gaussiennes — application au probleme de l'innovation
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+.1007/S10959-009-0246-2
@@ Property / DOI: 10.1007/S10959-009-0246-2 / rank @@
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