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

DOI10.5565/PUBLMAT_46102_13zbMath1007.60024OpenAlexW2132403451MaRDI QIDQ699481

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 motionorthogonal decompositionBrownian filtration

Mathematics Subject Classification ID

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

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