mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces
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DOI: 10.1007/s10959-021-01146-w
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- Daniel Alpay & Palle Jorgensen & David Levanony, 2017. "On the Equivalence of Probability Spaces," Journal of Theoretical Probability, Springer, vol. 30(3), pages 813-841, September.
- Murad S. Taqqu, 2001. "Bachelier and his times: A conversation with Bernard Bru," Finance and Stochastics, Springer, vol. 5(1), pages 3-32.
- Alpay, Daniel & Attia, Haim & Levanony, David, 2010. "On the characteristics of a class of Gaussian processes within the white noise space setting," Stochastic Processes and their Applications, Elsevier, vol. 120(7), pages 1074-1104, July.
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Keywords
Gaussian processes; Stationary square-increments; Itô calculus; Malliavin derivative; Stochastic Fourier transform; Diffusion; Fractal; White noise space analysis; Reproducing kernels;All these keywords.
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