Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.
Wu, Ching-Tang ; Yor, Marc
Publicacions Matemàtiques, Tome 46 (2002), p. 237-256 / Harvested from Biblioteca Digital de Matemáticas
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Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.

Publié le : 2002-01-01
DMLE-ID : 3972 
@article{urn:eudml:doc:41453,
     title = {Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.},
     journal = {Publicacions Matem\`atiques},
     volume = {46},
     year = {2002},
     pages = {237-256},
     mrnumber = {MR1904865},
     zbl = {1007.60024},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:41453}
}

Wu, Ching-Tang; Yor, Marc. Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations.. Publicacions Matemàtiques, Tome 46 (2002) pp. 237-256. http://gdmltest.u-ga.fr/item/urn:eudml:doc:41453/