Representation and properties of a class of conditionally Gaussian processes

MaRDI QIDQ3397640zbMATH OpenFDO

Authors

Publication date 22 September 2009

zbMATH Keywords

integral representationstochastic time changeconditionally Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with continuous parameter (60G44)

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Cited in

(2)

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