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 
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/
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