带复合泊松跳的Gaussian Volterra过程的预测
概率论
2023-10-10 v1
摘要
我们考虑一个带复合泊松跳的 Gaussian Volterra 过程，并推导其预测律。
引用
@article{arxiv.2310.05675,
title = {Prediction of Gaussian Volterra Processes with Compound Poisson Jumps},
author = {Hamidreza Maleki Almani and Foad Shokrollahi and Tommi Sottinen},
journal= {arXiv preprint arXiv:2310.05675},
year = {2023}
}