Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (Q1613658)
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scientific article; zbMATH DE number 1792554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading |
scientific article; zbMATH DE number 1792554 |
Statements
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (English)
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29 August 2002
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Brownian motion
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canonical decomposition
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enlargement of filtration
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insider trading
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stochastic filtering theory
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Sturm-Liouville equation
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Volterra kernels
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