Pages that link to "Item:Q2307412"
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The following pages link to The conditional law of the Bacry-Muzy and Riemann-Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces (Q2307412):
Displaying 3 items.
- The Riemann-Liouville field and its GMC as \(H \to 0\), and skew flattening for the rough Bergomi model (Q2070629) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
- Hilbert space valued Gaussian processes, their kernels, factorizations, and covariance structure (Q6646842) (← links)
