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Teoriya Veroyatnostei i ee Primeneniya, 2008, Volume 53, Issue 4, Pages 769–786
DOI: https://doi.org/10.4213/tvp2464 (Mi tvp2464) 		 
Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations

Y. Ouknine, M. Erraoui

Univeristé Cadi Ayyad
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DOI: https://doi.org/10.4213/tvp2464
Abstract: In this paper we consider certain classes of transformations of two independent Brownian motions. We will give a new orthogonal decomposition of some Brownian filtrations.
Keywords: Brownian motion, Brownian filtration, canonical decomposition, Hardy operators.
Received: 16.09.2005
Revised: 14.07.2006
English version:
Theory of Probability and its Applications, 2009, Volume 53, Issue 4, Pages 610–625
DOI: https://doi.org/10.1137/S0040585X97983894
Bibliographic databases:
Language: English
Citation: Y. Ouknine, M. Erraoui, “Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations”, Teor. Veroyatnost. i Primenen., 53:4 (2008), 769–786; Theory Probab. Appl., 53:4 (2009), 610–625
Citation in format AMSBIB
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