Representation of Gaussian processes equivalent to Wiener process
From MaRDI portal
Publication:2532750
zbMath0174.49302MaRDI QIDQ2532750
Publication date: 1968
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Related Items
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading, Mixed Gaussian processes: a filtering approach, A discontinuous mispricing model under asymmetric information, On score-functions and goodness-of-fit tests for stochastic processes, Asymmetric information in fads models, What if we knew what the future brings? Optimal investment for a frontrunner with price impact, On the equivalence of multiparameter Gaussian processes, Beneš condition for a discontinuous exponential martingale, When is a linear combination of independent fBm's equivalent to a single fBm?, Gaussian measures on linear spaces, The Formation of Financial Bubbles in Defaultable Markets, A mispricing model of stocks under asymmetric information, On ADF goodness-of-fit tests for perturbed dynamical systems, On pricing and hedging in financial markets with long-range dependence, Gaussian random fields, Long-range dependent completely correlated mixed fractional Brownian motion, Estimation of the Hurst parameter from continuous noisy data, On the capacity of the continuous time Gaussian channel with feedback, Optimal investment with a noisy signal of future stock prices, On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes, Noncanonical representation with an infinite-dimensional orthogonal complement, Equivalence problems for Gaussian multiple Markov processes and their canonical representations, Equivalence of Volterra processes: Degenerate case, Semimartingales gaussiennes — application au probleme de l'innovation, Discrimination with respect to a Gaussian process, Capacity of mismatched Gaussian channels with and without feedback, Conditions for the Absolute Continuity of Two Diffusions, Further results on some singular linear stochastic differential equations, Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law, Quadratic functionals of Brownian motion, Canonical Representation for Gaussian Processes, A survey of data smoothing for linear and nonlinear dynamic systems, Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence, Transformations of the Brownian motion on a Riemannian symmetric space, Equivalence of Volterra processes., Gaussian moving averages, semimartingales and option pricing., Representation of self-similar Gaussian processes, A test for the existence of Gohberg-Krein representations in terms of multiparameter Wiener processes
