Revistes Catalanes amb Accés Obert (RACO)

Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations

C.-T. Wu, M. Yor

Resum


Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.

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