Une décomposition non-canonique du drap brownien

Thierry Jeulin; Marc Yor

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 322-347

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Jeulin, Thierry, and Yor, Marc. "Une décomposition non-canonique du drap brownien." Séminaire de probabilités de Strasbourg 26 (1992): 322-347. <http://eudml.org/doc/113803>.

@article{Jeulin1992,
author = {Jeulin, Thierry, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {space-time harmonic transform; semimartigale decomposition; Brownian motion; Brownian sheet},
language = {fre},
pages = {322-347},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Une décomposition non-canonique du drap brownien},
url = {http://eudml.org/doc/113803},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Jeulin, Thierry
AU - Yor, Marc
TI - Une décomposition non-canonique du drap brownien
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 322
EP - 347
LA - fre
KW - space-time harmonic transform; semimartigale decomposition; Brownian motion; Brownian sheet
UR - http://eudml.org/doc/113803
ER -

References

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  1. [1] O. Brockhaus : Der Zusammenhang zwischen Suffizienter Statistik und Drift beim Brownschen Blatt. Diplomarbeit. Bonn (Feb. 1992). 
  2. [2] R. Cairoli, J.B. Walsh : Stochastic integrals in the plane. Acta Math., 134, p. 111-183 (1975). Zbl0334.60026MR420845
  3. [3] H. Follmer : Martin boundaries on Wiener space. In : "Diffusion processes and related Problems in Analysis", volume I. M. Pinsky, ed.. p. 3-17. Birkhaüser (1990). Zbl0726.60078MR1110153
  4. [4] T. Jeulin, M. Yor : Filtration des ponts browniens, et équations différentielles stochastiques linéaires. Sém. Probas. XXIV, Lect. Notes in Maths.1426, p. 227-265 (1990). Zbl0699.60075MR1071543
  5. [5] H. von Weizsacker : Exchanging the order of taking suprema and countable intersection of σ-algebras. Ann. I.H.P., 19, p. 91-100 (1983). Zbl0509.60002MR699981

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