Pages that link to "Item:Q2532750"

The following pages link to Representation of Gaussian processes equivalent to Wiener process (Q2532750):

Displaying 39 items.

• Mixed Gaussian processes: a filtering approach (Q317498) (← links)
• A discontinuous mispricing model under asymmetric information (Q319248) (← links)
• On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
• Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
• On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes (Q466061) (← links)
• Asymmetric information in fads models (Q854270) (← links)
• On the equivalence of multiparameter Gaussian processes (Q867078) (← links)
• When is a linear combination of independent fBm's equivalent to a single fBm? (Q873606) (← links)
• On ADF goodness-of-fit tests for perturbed dynamical systems (Q888487) (← links)
• Noncanonical representation with an infinite-dimensional orthogonal complement (Q935825) (← links)
• Further results on some singular linear stochastic differential equations (Q1016620) (← links)
• A test for the existence of Gohberg-Krein representations in terms of multiparameter Wiener processes (Q1064659) (← links)
• Gaussian random fields (Q1144320) (← links)
• On the capacity of the continuous time Gaussian channel with feedback (Q1150347) (← links)
• Equivalence problems for Gaussian multiple Markov processes and their canonical representations (Q1194600) (← links)
• Capacity of mismatched Gaussian channels with and without feedback (Q1263567) (← links)
• Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658) (← links)
• Gaussian measures on linear spaces (Q1920991) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
• What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
• Discrimination with respect to a Gaussian process (Q2266522) (← links)
• Representation of self-similar Gaussian processes (Q2344872) (← links)
• Equivalence of Volterra processes: Degenerate case (Q2479339) (← links)
• Quadratic functionals of Brownian motion (Q2546736) (← links)
• A survey of data smoothing for linear and nonlinear dynamic systems (Q2556827) (← links)
• Equivalence of Volterra processes. (Q2574600) (← links)
• Gaussian moving averages, semimartingales and option pricing. (Q2574617) (← links)
• Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence (Q2849241) (← links)
• The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
• Semimartingales gaussiennes — application au probleme de l'innovation (Q3038314) (← links)
• Canonical Representation for Gaussian Processes (Q3653086) (← links)
• Transformations of the Brownian motion on a Riemannian symmetric space (Q3667727) (← links)
• Conditions for the Absolute Continuity of Two Diffusions (Q4057902) (← links)
• Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law (Q5230218) (← links)
• Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268) (← links)
• Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)
• Optimal investment with a noisy signal of future stock prices (Q6190919) (← links)
• Short communication: the price of information (Q6606845) (← links)