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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklov., 1993 Volume 202, Pages 296–302 (Mi tm1372)

Canonical representation of a Gaussian semimartingale and the innovation

M. Hitsuda


UDC: 519.218.7

Language: English


 English version:
Proceedings of the Steklov Institute of Mathematics, 1994, 202, 237–242

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© Steklov Math. Inst. of RAS, 2025