Continuity of martingales in the Brownian excursion filtration (Q1087245)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3988413
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Continuity of martingales in the Brownian excursion filtration |
scientific article; zbMATH DE number 3988413 |
Statements
Continuity of martingales in the Brownian excursion filtration (English)
0 references
1987
0 references
Given a Brownian motion B, we consider the filtration (\({\mathcal E}_ x)_{x\in R}\), where \({\mathcal E}_ x\) is defined as the \(\sigma\)-field generated by the excursions of B below x. In this paper we prove a conjecture by J. B. Walsh which says that all \({\mathcal E}\)-martingales are continuous.
0 references
excursion filtration
0 references
Brownian motion
0 references
0.8061667084693909
0 references
0.7863702774047852
0 references
0.7702842354774475
0 references
