scientific article; zbMATH DE number 3909448

MaRDI QIDQ3685765zbMATH OpenFDO

Authors L. Galtchouk

Publication date 1985

zbMATH Keywords

finite variation Gaussian processGaussian semimartingalequasimartingale

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Martingales with continuous parameter (60G44)

Recommendations

• Spectral representation of Gaussian semimartingales
• Gaussian moving averages and semimartingales
• Representation of Gaussian semimartingales with applications to the covariance function
• scientific article; zbMATH DE number 69202
• Semimartingales and the standard Brownian motion
• Semimartingales and the empirical distribution
• scientific article; zbMATH DE number 1348627
• A normal approximation for semimartingales
• scientific article; zbMATH DE number 481040

Cited in

(12)

• Spectral representation of Gaussian semimartingales
• A family of non-Gaussian martingales with Gaussian marginals
• Gaussian moving averages, semimartingales and option pricing.
• Representation of Gaussian semimartingales with applications to the covariance function
• Quelques conditions suffisantes pour qu'une semi‐martingale soit une quasi‐martingale
• scientific article; zbMATH DE number 4054715 (Why is no real title available?)
• scientific article; zbMATH DE number 1295364 (Why is no real title available?)
• Markov bridges and enlarged filtrations
• Reversing gaussian semimartingales without gauss^†
• scientific article; zbMATH DE number 862396 (Why is no real title available?)
• A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales
• Obituary: Michel Métivier

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3685765)