Geodesic
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. 
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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/

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