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scientific article; zbMATH DE number 2050984

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Publication:4453257
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zbMath1044.60029MaRDI QIDQ4453257

Patrick Cheridito

Publication date: 7 March 2004


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionGaussian measures


Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)


Related Items (6)

A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift ⋮ Mixed Gaussian processes: a filtering approach ⋮ Asymmetric information in fads models ⋮ When is a linear combination of independent fBm's equivalent to a single fBm? ⋮ A mispricing model of stocks under asymmetric information ⋮ Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process




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