Maximal Brownian motions

DOI10.1214/08-AIHP194zbMath1176.60072MaRDI QIDQ731743

Michel Émery, Christophe Leuridan, Jean Brossard

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/78049

zbMATH Keywords

exchange propertyBrownian filtrationmaximal Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)

Related Items (2)

Skew-Product Decomposition of Planar Brownian Motion and Complementability ⋮ Complementability and Maximality in Different Contexts: Ergodic Theory, Brownian and Poly-Adic Filtrations

Cites Work

• On certain almost Brownian filtrations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Maximal Brownian motions