A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration
Matsumoto, Hiroyuki ; Yor, Marc
Osaka J. Math., Tome 38 (2001) no. 1, p. 383-398 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Publié le : 2001-06-14
Classification:  
@article{1153492472,
     author = {Matsumoto, Hiroyuki and Yor, Marc},
     title = {A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration},
     journal = {Osaka J. Math.},
     volume = {38},
     number = {1},
     year = {2001},
     pages = { 383-398},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1153492472}
}

Matsumoto, Hiroyuki; Yor, Marc. A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration. Osaka J. Math., Tome 38 (2001) no. 1, pp.  383-398. http://gdmltest.u-ga.fr/item/1153492472/