Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations

DOI10.5565/PUBLMAT_46102_13MaRDI QIDQ699481zbMATH OpenOpenAlexFDO

Authors Ching-Tang Wu, Marc Yor

Publication date 20 March 2003

Published in Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/41453

zbMATH Keywords

Brownian filtrationBrownian motionorthogonal decomposition

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Brownian motion (60J65)

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