scientific article; zbMATH DE number 19588

MaRDI QIDQ3979077zbMATH OpenFDO

Authors

Publication date 26 June 1992

Full work available at URL http://www.numdam.org/item?id=SPS_1991__25__349_0, https://eudml.org/doc/113771

zbMATH Keywords

Brownian motionHermite polynomialmartingale representation propertynatural filtration

Mathematics Subject Classification ID

Brownian motion (60J65)

Recommendations

• On certain almost Brownian filtrations
• scientific article; zbMATH DE number 816097
• An enlargement of filtration for Brownian motion
• scientific article; zbMATH DE number 1619465
• On polynomial filtration of some continuous semimartingales
• scientific article; zbMATH DE number 1210408
• Publication:4492948
• Random times and enlargements of filtrations in a Brownian setting.
• Bernstein Polynomials and Brownian Motion

Cited in

(6)

• On polynomial filtration of some continuous semimartingales
• Brownian filtrations and balayage
• scientific article; zbMATH DE number 1619456 (Why is no real title available?)
• scientific article; zbMATH DE number 4147255 (Why is no real title available?)
• scientific article; zbMATH DE number 1210408 (Why is no real title available?)
• On the Markov property of some Brownian martingales

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3979077)