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Generalized Gaussian bridges - MaRDI portal

Generalized Gaussian bridges (Q740196)

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Generalized Gaussian bridges
scientific article

    Statements

    title
    Generalized Gaussian bridges (English)
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    author
    Tommi Sottinen
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    Adil Yazigi
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    publication date
    2 September 2014
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    zbMATH Keywords
    Gaussian bridges
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    canonical representation
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    orthogonal representation
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    enlargement of filtration
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    fractional Brownian motion
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    Hitsuda representation
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    insider trading
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    prediction-invertible process
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    Volterra process
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    cites work
    Q5446073
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    Q3694384
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    Q5436606
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    Q3136462
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    Q3477773
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    Q2774021
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    Q4223074
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G22
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    91G80
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    zbMATH DE Number
    6338767
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    OpenAlex ID
    W2087846100
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    arXiv ID
    1205.3405
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