Recognising Whether a Filtration is Brownian: a Case Study

DOI10.1007/978-3-642-01763-6_14zbMath1211.60039OpenAlexW99718650MaRDI QIDQ3653087

Michel Émery

Publication date: 18 December 2009

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-01763-6_14

zbMATH Keywords

Lévy transformBrownian filtrationself-coupling property

Mathematics Subject Classification ID

Brownian motion (60J65)

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