scientific article; zbMATH DE number 5227626
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Publication:5436606
zbMath1144.60028MaRDI QIDQ5436606
Dario Gasbarra, Esko Valkeila, Tommi Sottinen
Publication date: 17 January 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
fractional Brownian motionGaussian processesBrownian bridgeenlargement of filtrationGaussian bridgesfractional Brownian bridgepinned Gaussian processestied down Gaussian processes
Gaussian processes (60G15) General second-order stochastic processes (60G12) Martingales with continuous parameter (60G44) Prediction theory (aspects of stochastic processes) (60G25)
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