Skew-Product Decomposition of Planar Brownian Motion and Complementability

DOI10.1007/978-3-319-11970-0_15MaRDI QIDQ4568495zbMATH OpenOpenAlexFDO

Authors Jean Brossard, Michel Émery, Christophe Leuridan

Publication date 21 June 2018

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

Full work available at URL https://doi.org/10.1007/978-3-319-11970-0_15

zbMATH Keywords

planar Brownian motioncomplementabilityskew-product decompositionBrownian filtrations

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integral equations (60H20)

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Cites work

• scientific article; zbMATH DE number 1619465 (Why is no real title available?)
• scientific article; zbMATH DE number 3714677 (Why is no real title available?)
• Brownian transformations and independent complements: Results and open problems.
• Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I
• Maximal Brownian motions
• On certain almost Brownian filtrations
• On extremal solutions of martingale problems
• Triple points: From non-Brownian filtrations to harmonic measures

Cited in

(4)

• Plane wave decomposition of even-dimensional Brownian local times
• Maximal Brownian motions
• Complementability and maximality in different contexts: ergodic theory, Brownian and poly-adic filtrations
• Brownian transformations and independent complements: Results and open problems.

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