Representation of Gaussian semimartingales with applications to the covariance function

DOI10.1080/17442500903251857zbMath1219.60038OpenAlexW2165260876MaRDI QIDQ3080992

Andreas Basse-O'Connor

Publication date: 11 March 2011

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500903251857

zbMATH Keywords

covariance functionGaussian processessemimartingalesstationary processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Generalizations of martingales (60G48)

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