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Volumn 7, Issue , 2002, Pages 27-35

Canonical decompositions of certain generalized brownian bridges

Author keywords

Brownian bridge; Brownian motion; Canonical decomposition; Volterra transform

Indexed keywords


EID: 0002015923     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v7-1044     Document Type: Article
Times cited : (10)

References (14)
  • 3
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    • Grossissement gaussien de la filtration brown-ienne
    • Grossissements de filtrations: exemples et applications, ed. Th. Jeulin and M. Yor, Springer
    • Chaleyat-Maurel, M., Jeulin, Th. (1985) Grossissement gaussien de la filtration brown-ienne. Lecture Notes in Mathematics, 1118, Grossissements de filtrations: exemples et applications, ed. Th. Jeulin and M. Yor, 59-109, Springer.
    • (1985) Lecture Notes in Mathematics , vol.1118 , pp. 59-109
    • Chaleyat-Maurel, M.1    Jeulin, T.2
  • 4
    • 0031533027 scopus 로고    scopus 로고
    • Some Brownian functionals and their laws
    • Donati-Martin, C., Yor, M.(1997) Some Brownian functionals and their laws. Ann. Prob., 25, no. 3, 1011-1058.
    • (1997) Ann. Prob. , vol.25 , Issue.3 , pp. 1011-1058
    • Donati-Martin, C.1    Yor, M.2
  • 5
    • 0002137181 scopus 로고    scopus 로고
    • Markov processes with identical bridges
    • (electronic)
    • Fitzsimmons, P.J. (1998) Markov processes with identical bridges. Electron. J. Prob. 3, no. 12 (electronic).
    • (1998) Electron. J. Prob , vol.3 , Issue.12
    • Fitzsimmons, P.J.1
  • 7
    • 18144446321 scopus 로고    scopus 로고
    • On weak Brownian motions of arbitrary order
    • Föllmer, H., Wu, C.-T., Yor, M. (2000) On weak Brownian motions of arbitrary order. A.I.H.P. Prob. Stat., 36, no. 4, 447-487.
    • (2000) A.I.H.P. Prob. Stat , vol.36 , Issue.4 , pp. 447-487
    • Föllmer, H.1    Wu, C.-T.2    Yor, M.3
  • 9
    • 0000419456 scopus 로고
    • Filtration des ponts browniens et équations differentielles linéaires
    • Séminaire de Probabilités XXIV 1988/89ed. J. Azéma, P. A. Meyer and M. Yor, Springer
    • Jeulin, Th., Yor, M. (1990) Filtration des ponts browniens et équations differentielles linéaires. Lecture Notes in Mathematics, 1426, Séminaire de Probabilités XXIV 1988/89, ed. J. Azéma, P. A. Meyer and M. Yor, 227-265, Springer.
    • (1990) Lecture Notes in Mathematics , vol.1426 , pp. 227-265
    • Jeulin, T.H.1    Yor, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.