Canonical representation of a Gaussian semimartingale and the innovation
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 296-302
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{TM_1993_202_a18,
author = {M. Hitsuda},
title = {Canonical representation of {a~Gaussian} semimartingale and the innovation},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {296--302},
year = {1993},
volume = {202},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a18/}
}
M. Hitsuda. Canonical representation of a Gaussian semimartingale and the innovation. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 296-302. http://geodesic.mathdoc.fr/item/TM_1993_202_a18/