Towards an innovation theory of spatial Brownian motion under boundary conditions.
Georgian Mathematical Journal, Tome 8 (2001) no. 2, pp. 297-306
Voir la notice de l'article provenant de la source European Digital Mathematics Library
Keywords:
set-parametric Brownian motion, Doob-Meyer decomposition, set-parametric Brownian bridge, innovation process, Volterra operators
@article{GMJ_2001__8_2_49840,
author = {Khmaladze, E.},
title = {Towards an innovation theory of spatial {Brownian} motion under boundary conditions.},
journal = {Georgian Mathematical Journal},
pages = {297--306},
publisher = {mathdoc},
volume = {8},
number = {2},
year = {2001},
zbl = {1007.60033},
language = {en},
url = {http://geodesic.mathdoc.fr/item/GMJ_2001__8_2_49840/}
}
TY - JOUR AU - Khmaladze, E. TI - Towards an innovation theory of spatial Brownian motion under boundary conditions. JO - Georgian Mathematical Journal PY - 2001 SP - 297 EP - 306 VL - 8 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/GMJ_2001__8_2_49840/ LA - en ID - GMJ_2001__8_2_49840 ER -
Khmaladze, E. Towards an innovation theory of spatial Brownian motion under boundary conditions.. Georgian Mathematical Journal, Tome 8 (2001) no. 2, pp. 297-306. http://geodesic.mathdoc.fr/item/GMJ_2001__8_2_49840/