Spectral representation of Gaussian semimartingales (Q1047164)

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Spectral representation of Gaussian semimartingales
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    title
    Spectral representation of Gaussian semimartingales (English)
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    author
    Andreas Basse
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    publication date
    4 January 2010
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    Mathematics Subject Classification ID
    60G15
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    60G10
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    60G48
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    60G57
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    zbMATH DE Number
    5652337
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    zbMATH Keywords
    Gaussian semimartingales
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    spectral representation
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    Gaussian Volterra processes
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