On Walsh's brownian motions
Martin T. Barlow, Jim Pitman, Marc Yor (1989)
Séminaire de probabilités de Strasbourg
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Martin T. Barlow, Jim Pitman, Marc Yor (1989)
Séminaire de probabilités de Strasbourg
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Jonathan Warren, Marc Yor (1998)
Séminaire de probabilités de Strasbourg
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Martin T. Barlow (1981)
Séminaire de probabilités de Strasbourg
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Richard F. Bass (1987)
Séminaire de probabilités de Strasbourg
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P. Mc Gill, Bhaskaran Rajeev, B. V. Rao (1988)
Séminaire de probabilités de Strasbourg
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Vilmos Prokaj, Miklós Rásonyi, Walter Schachermayer (2011)
Annales de l'I.H.P. Probabilités et statistiques
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The following question is due to Marc Yor: Let be a brownian motion and =+ . Can we define an -predictable process such that the resulting stochastic integral (⋅) is a brownian motion (without drift) in its own filtration, i.e. an -brownian motion? In this paper we show that by dropping the requirement of -predictability of we can give a positive answer to this question. In other words, we are able to show that there is a weak solution to Yor’s question....
Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
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Pei Hsu, Peter March (1988)
Séminaire de probabilités de Strasbourg
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David Williams (1976)
Séminaire de probabilités de Strasbourg
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