An enlargement of filtration for Brownian motion
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Publication:423273
DOI10.1016/S0252-9602(11)60352-4zbMath1249.60156OpenAlexW2003388956MaRDI QIDQ423273
Publication date: 1 June 2012
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(11)60352-4
Gaussian processes (60G15) Brownian motion (60J65) White noise theory (60H40) Stochastic integrals (60H05) Statistical aspects of information-theoretic topics (62B10)
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