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Towards an innovation theory of spatial Brownian motion under boundary conditions (Q2761594)

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scientific article; zbMATH DE number 1686011
Language Label Description Also known as
English
Towards an innovation theory of spatial Brownian motion under boundary conditions
scientific article; zbMATH DE number 1686011

    Statements

    publication date
    27 March 2003
    0 references
    zbMATH Keywords
    set-parametric Brownian motion
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    Doob-Meyer decomposition
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    set-parametric Brownian bridge
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    innovation process
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    Volterra operators
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    title
    Towards an innovation theory of spatial Brownian motion under boundary conditions (English)
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    Identifiers

    Mathematics Subject Classification ID
    60G48
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    60G57
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    60H99
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    47N30
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    zbMATH DE Number
    1686011
    0 references
     
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