Forward and backward semimartingale models for gaussian processes with stationary increments

DOI10.1080/17442508508833347zbMath0569.60042OpenAlexW2080522867MaRDI QIDQ3685763

Anders Lindquist, Giorgio Picci

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833347

zbMATH Keywords

stochastic realizationstationary increment processforward semimartingale representation

Mathematics Subject Classification ID

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

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