Further results on some singular linear stochastic differential equations (Q1016620): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Canonical decompositions of certain generalized Brownian bridges / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4222737 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Reproducing Kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hilbertian kernels and spline functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255370 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditioned stochastic differential equations: theory, examples and application to finance. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5488485 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4858543 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariance of Wiener processes and of Brownian bridges by integral transforms and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On weak Brownian motions of arbitrary order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4360236 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3595891 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Construction of noncanonical representations of a Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Canonical representations of Gaussian processes and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3136462 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation of Gaussian processes equivalent to Wiener process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-martingales et grossissement d'une filtration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Grossissements de filtrations: exemples et applications. Séminaire de Calcul Stochastique 1982/83, Université Paris VI / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3477773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4279446 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3908216 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anticipative portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur une classe de courbes de l'espace de Hilbert et sur une équation intégrale non linéaire / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fonctions aléatoires à correlation linéaire / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Inversion of Certain Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4693741 / rank
 
Normal rank

Latest revision as of 13:47, 1 July 2024

scientific article
Language Label Description Also known as
English
Further results on some singular linear stochastic differential equations
scientific article

    Statements

    Further results on some singular linear stochastic differential equations (English)
    0 references
    0 references
    0 references
    6 May 2009
    0 references
    0 references
    Brownian motion
    0 references
    canonical decomposition
    0 references
    enlargement of filtrations
    0 references
    Goursat kernels
    0 references
    Gramian matrices
    0 references
    self-reproducing kernels
    0 references
    stochastic differential equations
    0 references
    Volterra transform
    0 references
    0 references
    0 references