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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  

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