Add to ORKGOur purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that are equivalent in law to the Brownian sheet and to the fractional Brownian sheet. We survey multiparameter analogues of the Hitsuda, Girsanov and Shepp representations. As an application, we study a special type of stochastic equation with linear noise
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
AbstractThis paper provides new necessary and sufficient conditions for a Gaussian random field to h...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
We show that every separable Gaussian process with integrable variance function admits a Fredholm re...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
We show that every multiparameter Gaussian process with integrable variance function admits...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
In this note we extend a classical equivalence result for Gaussian stationary processes to the more ...
In this note we extend a classical equivalence result for Gaussian stationary processes to the more ...
AbstractIn this paper we study necessary and sufficient conditions for the equivalence of Volterra G...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
AbstractThis paper provides new necessary and sufficient conditions for a Gaussian random field to h...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
Our purpose is to characterize the multiparameter Gaussian processes, that is Gaussian sheets, that ...
The purpose of this paper is to get a canonical representation of Gaussian processes which are equiv...
We show that every separable Gaussian process with integrable variance function admits a Fredholm re...
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
We show that every multiparameter Gaussian process with integrable variance function admits...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
In this note we extend a classical equivalence result for Gaussian stationary processes to the more ...
In this note we extend a classical equivalence result for Gaussian stationary processes to the more ...
AbstractIn this paper we study necessary and sufficient conditions for the equivalence of Volterra G...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...
AbstractThis paper provides new necessary and sufficient conditions for a Gaussian random field to h...
A novel representation of functions, called generalized Taylor form, is applied to the filtering of ...