Home > Articles > Published articles > Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations |
Date: | 2002 |
Abstract: | Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations. |
Rights: | Tots els drets reservats. |
Language: | Anglès |
Document: | Article ; recerca ; Versió publicada |
Published in: | Publicacions matemàtiques, V. 46 N. 1 (2002) , p. 237-256, ISSN 2014-4350 |
20 p, 183.7 KB |