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

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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
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+Spectral representation of Gaussian 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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+A representation theorem for symmetric stable processes and stable measures on H
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+Fractional Lévy processes with an application to long memory moving average processes
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+Spectral representations of infinitely divisible 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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