The note concerns the structure of the Brownian excursion filtration (C ~, xeR). This filtration, indexed by the space variable, has infinite martingale dimension. We show how it can be characterised by the martingale properties of the reflecting Brownian local time. The problem examined here has i
β¦ LIBER β¦
The brownian excursion area: a numerical analysis
β Scribed by G. Louchard
- Book ID
- 103930075
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 264 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0898-1221
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