Open AccessTransformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations
Author(s) -
Youssef Ouknine,
M. Erraoui
Publication year - 2008
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp2464
Subject(s) - brownian motion , mathematics , brownian excursion , martingale representation theorem , reflected brownian motion , statistical physics , geometric brownian motion , pure mathematics , mathematical analysis , diffusion process , physics , statistics , computer science , knowledge management , innovation diffusion