Pages that link to "Item:Q2900959"
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The following pages link to Conditional expectations and martingales in the fractional Brownian field (Q2900959):
Displaying 4 items.
- 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) (← links)
- Expectation, conditional expectation and martingales in local fields (Q2461978) (← links)
- Fractional Brownian fields, duality, and martingales (Q3592309) (← links)
- Short time behavior of the ATM implied skew in the ADO-Heston model (Q6581627) (← links)