scientific article; zbMATH DE number 862396

MaRDI QIDQ4871608zbMATH OpenFDO

Authors Masuyuki Hitsuda

Publication date 27 May 1996

zbMATH Keywords

Hilbert spacereproducing kernelGaussian semimartingales

Mathematics Subject Classification ID

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

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• Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
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