Mixed Gaussian processes: a filtering approach (Q317498): Difference between revisions

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+Signal detection in fractional Gaussian noise
@@ Property / cites work: Signal detection in fractional Gaussian noise / rank @@
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+Equivalence of Volterra processes.
@@ Property / cites work: Equivalence of Volterra processes. / rank @@
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+Fractional Processes as Models in Stochastic Finance
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+Sub-fractional Brownian motion and its relation to occupation times
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+Mixed fractional Brownian motion
@@ Property / cites work: Mixed fractional Brownian motion / rank @@
+Normal rank
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+Arbitrage in fractional Brownian motion models
@@ Property / cites work: Arbitrage in fractional Brownian motion models / rank @@
+Normal rank
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+Q4453257
@@ Property / cites work: Q4453257 / rank @@
+Normal rank
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+Q5573683
@@ Property / cites work: Q5573683 / rank @@
+Normal rank
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+Q5590313
@@ Property / cites work: Q5590313 / rank @@
+Normal rank
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+Q3015752
@@ Property / cites work: Q3015752 / rank @@
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+Canonical representations of Gaussian processes and their applications
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+Q3136462
@@ Property / cites work: Q3136462 / rank @@
+Normal rank
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+Representation of Gaussian processes equivalent to Wiener process
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+Q4811459
@@ Property / cites work: Q4811459 / rank @@
+Normal rank
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+Likelihood ratios for Gaussian processes
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+Detection of stochastic processes
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+Normal rank
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+Non-anticipative representations of equivalent Gaussian processes
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+Linear integral equations
@@ Property / cites work: Linear integral equations / rank @@
+Normal rank
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+Q3995465
@@ Property / cites work: Q3995465 / rank @@
+Normal rank
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+Alternative forms of fractional Brownian motion
@@ Property / cites work: Alternative forms of fractional Brownian motion / rank @@
+Normal rank
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
+Normal rank
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+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
+Normal rank
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+Q4000342
@@ Property / cites work: Q4000342 / rank @@
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+Q4131342
@@ Property / cites work: Q4131342 / rank @@
+Normal rank
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+Radon-Nikodym Derivatives of Gaussian Measures
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+Multidimensional weakly singular integral equations
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+The properties of solutions of weakly singular integral equations
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+When is a linear combination of independent fBm's equivalent to a single fBm?
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+A remark on the equivalence of Gaussian processes
@@ Property / cites work: A remark on the equivalence of Gaussian processes / rank @@
+Normal rank