Brownian filtrations and balayage

MaRDI QIDQ2640239zbMATH OpenFDO

Authors Marc Malric

Publication date 1990

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1990__26_4_507_0, https://eudml.org/doc/77392

zbMATH Keywords

Brownian motionsemi-martingalesbalayagequadratic Brownian filtrations

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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