Continuous Disintegrations of Gaussian Processes

DOI10.1137/S0040585X9798587XzbMath1279.60049arXiv1003.0975MaRDI QIDQ5298812

Tom LaGatta

Publication date: 14 June 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.0975

zbMATH Keywords

Gaussian processescontinuous disintegration

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuity and singularity of induced measures (60G30)

Related Items (6)

Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes ⋮ Prediction law of fractional Brownian motion ⋮ Lipschitz continuity of probability kernels in the optimal transport framework ⋮ Large deviations for conditional Volterra processes ⋮ Geodesics of random Riemannian metrics ⋮ Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion

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