A family of integral representations for the Brownian variables. (Q1413105)
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scientific article; zbMATH DE number 2003848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A family of integral representations for the Brownian variables. |
scientific article; zbMATH DE number 2003848 |
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A family of integral representations for the Brownian variables. (English)
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16 November 2003
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The natural filtration of a real Brownian motion and its excursion filtration are sharing the property of integral representation, and thus, each Brownian variable admits two distinct integral representations. It is shown that there are other integral representations of the Brownian variables. The authors make use of a stochastic flow studied by Bass and Burdzy. The arguments are inspired by Rogers and Walsh's results on stochastic integration with respect to the Brownian local times.
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Brownian motion
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integral representation
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flow
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area integral
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0.7571654915809631
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0.7536495923995972
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0.7484825849533081
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