Publié le : 2004-07-05
Classification:
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00102245,
author = {Yor, M. and Shiryaev, A.N.},
title = {On the problem of stochastic integral representations of functionals of the Brownian motion. I},
journal = {HAL},
volume = {2004},
number = {0},
year = {2004},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00102245}
}
Yor, M.; Shiryaev, A.N. On the problem of stochastic integral representations of functionals of the Brownian motion. I. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00102245/