Mixed Gaussian processes: a filtering approach
From MaRDI portal
Publication:317498
DOI10.1214/15-AOP1041zbMath1351.60038arXiv1208.6253MaRDI QIDQ317498
Chunhao Cai, Marina Kleptsyna, Pavel Chigansky
Publication date: 30 September 2016
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.6253
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Continuity and singularity of induced measures (60G30)
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