Resultats globals: 2 registres trobats en 0.02 segons.
Articles, 2 registres trobats
Articles 2 registres trobats  
1.
20 p, 183.7 KB Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations / Wu, Ching-Tang ; Yor, Marc
Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
2002 - 10.5565/PUBLMAT_46102_13
Publicacions matemàtiques, V. 46 N. 1 (2002) , p. 237-256  
2.
21 p, 193.2 KB Intégrales stochastiques de processus anticipants et projections duales prévisibles / Donati-Martin, C. ; Yor, Marc
We define a stochastic anticipating integral µ with respect to Brownian motion, associated to a non adapted increasing process (µt ), with dual projection t. The integral µ (u) of an anticipating process (ut ) satisfies: for every bounded predictable process. [...]
1999 - 10.5565/PUBLMAT_43199_13
Publicacions matemàtiques, V. 43 N. 1 (1999) , p. 281-301  

Vegeu també: autors amb noms similars
2 Yor, Marc
Us interessa rebre alertes sobre nous resultats d'aquesta cerca?
Definiu una alerta personal via correu electrònic o subscribiu-vos al canal RSS.