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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 2008 Volume 53, Issue 4, Pages 769–786 (Mi tvp2464)
Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations

Y. Ouknine, M. Erraoui

Univeristé Cadi Ayyad

Abstract: In this paper we consider certain classes of transformations of two independent Brownian motions. We will give a new orthogonal decomposition of some Brownian filtrations.

Keywords: Brownian motion, Brownian filtration, canonical decomposition, Hardy operators.

Received: 16.09.2005
Revised: 14.07.2006

Language: English

DOI: 10.4213/tvp2464


 English version: Theory of Probability and its Applications, 2009, 53:4, 610–625

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