Pages that link to "Item:Q3142675"
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The following pages link to On some examples of quadratic functionals of Brownian motion (Q3142675):
Displaying 10 items.
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- On the quadratic Wiener functional associated with the Malliavin derivative of the square norm of Brownian sample path on interval (Q2433662) (← links)
- On quadratic functionals of the Brownian sheet and related processes (Q2490073) (← links)
- Distribution of the least-squares estimators of a single Brownian trajectory diffusion coefficient (Q3301585) (← links)
- A Cameron-Martin type formula for general Gaussian processes--a filtering approach (Q4542934) (← links)
- (Q4663800) (← links)
- Brownian motion with quadratic killing and some implications (Q4727160) (← links)
- Symmetrization in the geometric theory of functions of a complex variable (Q4848659) (← links)
- (Q6081680) (← links)
- Yule's ``Nonsense correlation'': moments and density (Q6632611) (← links)