scientific article; zbMATH DE number 1944304

MaRDI QIDQ4407597zbMATH OpenFDO

Authors G. M. Molchan

Publication date 1 July 2003

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Prediction theory (aspects of stochastic processes) (60G25)

Recommendations

• On the filtration of historical Brownian motion
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Cited in

(8)

• On the filtration of historical Brownian motion
• Prediction law of fractional Brownian motion
• Benoît Mandelbrot and fractional Brownian motion
• Representations of fractional Brownian motion using vibrating strings
• The dawn of white noise analysis
• Linear Problems for a Fractional Brownian Motion: Group Approach
• Transfer principle for nth order fractional Brownian motion with applications to prediction and equivalence in law
• Regularization and integral representations of Hermite processes

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