Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:05, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading |
scientific article |
Statements
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (English)
0 references
29 August 2002
0 references
Brownian motion
0 references
canonical decomposition
0 references
enlargement of filtration
0 references
insider trading
0 references
stochastic filtering theory
0 references
Sturm-Liouville equation
0 references
Volterra kernels
0 references
