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Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations
Wu, Ching-Tang
Yor, Marc

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

Adreça alternativa: https://raco.cat/index.php/PublicacionsMatematiques/article/view/38053
DOI: 10.5565/PUBLMAT_46102_13


20 p, 183.7 KB

The record appears in these collections:
Articles > Published articles > Publicacions matemàtiques
Articles > Research articles

 Record created 2006-03-13, last modified 2022-02-20



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