Generalized Gaussian bridges
From MaRDI portal
Publication:740196
DOI10.1016/j.spa.2014.04.002zbMath1329.60098arXiv1205.3405OpenAlexW2087846100MaRDI QIDQ740196
Publication date: 2 September 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.3405
fractional Brownian motioncanonical representationenlargement of filtrationinsider tradingorthogonal representationVolterra processGaussian bridgesHitsuda representationprediction-invertible process
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Financial applications of other theories (91G80)
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