scientific article

zbMATH Open0547.60046MaRDI QIDQ3339037

Anders Lindquist, Giorgio Picci

Publication date: 1985

Title of this publication is not available (Why is that?)

zbMATH Keywords

stochastic realizationforward semimartingale representationGaussian stationary increment process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)

Related Items (1)

Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem

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