Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
Publicacions Matemàtiques (2002)
- Volume: 46, Issue: 1, page 237-256
- ISSN: 0214-1493
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topWu, Ching-Tang, and Yor, Marc. "Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.." Publicacions Matemàtiques 46.1 (2002): 237-256. <http://eudml.org/doc/41453>.
@article{Wu2002,
abstract = {Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.},
author = {Wu, Ching-Tang, Yor, Marc},
journal = {Publicacions Matemàtiques},
keywords = {Procesos estocásticos; Proceso de Gauss; Proceso de Markov; Movimiento browniano; Brownian motion; Brownian filtration; orthogonal decomposition},
language = {eng},
number = {1},
pages = {237-256},
title = {Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.},
url = {http://eudml.org/doc/41453},
volume = {46},
year = {2002},
}
TY - JOUR
AU - Wu, Ching-Tang
AU - Yor, Marc
TI - Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
JO - Publicacions Matemàtiques
PY - 2002
VL - 46
IS - 1
SP - 237
EP - 256
AB - Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
LA - eng
KW - Procesos estocásticos; Proceso de Gauss; Proceso de Markov; Movimiento browniano; Brownian motion; Brownian filtration; orthogonal decomposition
UR - http://eudml.org/doc/41453
ER -
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