On filtrations of brownian polynomials
Séminaire de probabilités de Strasbourg (1991)
- Volume: 25, page 349-353
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topGoswami, Alok, and Rao, B. V.. "On filtrations of brownian polynomials." Séminaire de probabilités de Strasbourg 25 (1991): 349-353. <http://eudml.org/doc/113771>.
@article{Goswami1991,
author = {Goswami, Alok, Rao, B. V.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Hermite polynomial; Brownian motion; natural filtration; martingale representation property},
language = {fre},
pages = {349-353},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On filtrations of brownian polynomials},
url = {http://eudml.org/doc/113771},
volume = {25},
year = {1991},
}
TY - JOUR
AU - Goswami, Alok
AU - Rao, B. V.
TI - On filtrations of brownian polynomials
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 349
EP - 353
LA - fre
KW - Hermite polynomial; Brownian motion; natural filtration; martingale representation property
UR - http://eudml.org/doc/113771
ER -
References
top- 1. Hida, T. (1979) : Brownian motion, Springer-Verlag. Zbl0432.60002MR562914
- 2. Jacod, J. (1979): Calcul Stochastique et Problemes de Martingales. SpringerLNM714. Zbl0414.60053MR542115
- 3. Lane, D.A.(1978): On the fields of some Brownian martingales, Ann. Prob.6 p.499-508. Zbl0391.60045MR482987
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