Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 4, pp. 769-786
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In this paper we consider certain classes of transformations of two independent Brownian motions. We will give a new orthogonal decomposition of some Brownian filtrations.
Keywords:
Brownian motion, Brownian filtration, canonical decomposition, Hardy operators.
@article{TVP_2008_53_4_a6,
author = {Y. Ouknine and M. Erraoui},
title = {Transformations of {Two} {Independent} {Brownian} {Motions} and {Orthogonal} {Decompositions} of {Brownian} {Filtrations}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {769--786},
publisher = {mathdoc},
volume = {53},
number = {4},
year = {2008},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2008_53_4_a6/}
}
TY - JOUR AU - Y. Ouknine AU - M. Erraoui TI - Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2008 SP - 769 EP - 786 VL - 53 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2008_53_4_a6/ LA - en ID - TVP_2008_53_4_a6 ER -
%0 Journal Article %A Y. Ouknine %A M. Erraoui %T Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations %J Teoriâ veroâtnostej i ee primeneniâ %D 2008 %P 769-786 %V 53 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2008_53_4_a6/ %G en %F TVP_2008_53_4_a6
Y. Ouknine; M. Erraoui. Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations. Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 4, pp. 769-786. http://geodesic.mathdoc.fr/item/TVP_2008_53_4_a6/