Geodesic
Optimal trend estimation in geometric asset price models
Discussiones Mathematicae. Probability and Statistics, Tome 25 (2005) no. 1, pp. 51-70

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In the general geometric asset price model, the asset price P(t) at time t satisfies the relation
Keywords: geometric asset price model, trend estimation, Wiener process, Ornstein-Uhlenbeck process, kernel reproducing Hilbert space, exogeneous shocks, compound Poisson process 
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Weba, Michael. Optimal trend estimation in geometric asset price models. Discussiones Mathematicae. Probability and Statistics, Tome 25 (2005) no. 1, pp. 51-70. http://geodesic.mathdoc.fr/item/DMPS_2005_25_1_a2/