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Brownian moving averages have conditional full support - MaRDI portal

Brownian moving averages have conditional full support (Q957520)

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Brownian moving averages have conditional full support
scientific article

    Statements

    title
    Brownian moving averages have conditional full support (English)
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    author
    B. E. Eshmatov
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    publication date
    27 November 2008
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    zbMATH Keywords
    Brownian moving average
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    conditional full support
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    Titchmarsh convolution theorem
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    Identifiers

    DOI
    10.1214/07-AAP502
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    zbMATH DE Number
    5374754
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    arXiv ID
    0811.2040
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    OpenAlex ID
    W3106238741
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