Representation and properties of a class of conditionally Gaussian processes

zbMATH Open1172.60310MaRDI QIDQ3397640FDOQ3397640

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Publication date: 22 September 2009

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zbMATH Keywords

integral representationstochastic time changeconditionally Gaussian processes

Mathematics Subject Classification ID

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

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