scientific article; zbMATH DE number 862396

zbMATH Open0843.60038MaRDI QIDQ4871608FDOQ4871608

Authors: Masuyuki Hitsuda 

Publication date: 27 May 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Hilbert spacereproducing kernelGaussian semimartingales

Mathematics Subject Classification ID

Gaussian processes (60G15) Generalizations of martingales (60G48) Random measures (60G57)

Cited In (8)

• Gauss-Markov processes on Hilbert spaces
• Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
• Representation of Gaussian semimartingales with applications to the covariance function
• Title not available (Why is that?)
• Canonical representation of weak semimartingales defined on the plane
• Spectral representation of Gaussian semimartingales
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• Topics on noncanonical representations of Gaussian processes

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