Generalized Gaussian bridges (Q740196)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Gaussian bridges |
scientific article |
Statements
Generalized Gaussian bridges (English)
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2 September 2014
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Gaussian bridges
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canonical representation
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orthogonal representation
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enlargement of filtration
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fractional Brownian motion
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Hitsuda representation
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insider trading
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prediction-invertible process
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Volterra process
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