Harnesses, Lévy bridges and Monsieur Jourdain

Stochastic Processes and their Applications

Volumn 115, Issue 2, 2005, Pages 329-338

  Mansuy, Roger ^a   Yor, Marc ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Enlargement of filtration; Harnesses; L vy processes; Past future martingales

Indexed keywords

BROWNIAN MOVEMENT; DIFFERENTIAL EQUATIONS; INTEGRATION; MARKOV PROCESSES; PROBABILITY DENSITY FUNCTION; THEOREM PROVING;

LEVY PROCESSES; LINEAR DIFFERENTIAL EQUATIONS; PAST-FUTURE MARTINGALES;

RANDOM PROCESSES;

EID: 11844305940     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2004.09.001     Document Type: Article

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