26 citations · 26 across the 1 of their papers we have counts for
1 paper
Alexander Cherny
We prove that any Brownian moving average \[X_t=\int_{-\infty}^t\bigl(f(s-t)-f(s)\bigr) dB_s,\qquad t\ge0,\] satisfies the conditional full support condition introduced by Guasoni,…