Document Zbl 0569.60042

Forward and backward semimartingale models for Gaussian processes with stationary increments. (English) Zbl 0569.60042

Stochastics 15, 1-50 (1985).

MSC:

60G15	Gaussian processes
60G48	Generalizations of martingales
60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)

Keywords:

stationary increment process; forward semimartingale representation; stochastic realization

Citations:

Zbl 0547.60046

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Full Text: DOI

References:

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