scientific article; zbMATH DE number 5243963
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Publication:5446073
zbMath1148.60022MaRDI QIDQ5446073
Publication date: 6 March 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
enlargement of filtrationGaussian Volterra processnon-canonical representationfractional Brownian bridgeanticipative version
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On the (non)stationary density of fractional-driven stochastic differential equations ⋮ Bridge representation and modal-path approximation ⋮ Equivalence of Volterra processes: Degenerate case ⋮ Generalized Gaussian bridges
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