Harnesses, Levy bridges and Monsieur Jourdain

Mansuy, Roger; Yor, Marc

Harnesses, Levy bridges and Monsieur Jourdain

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Relations between so-called harness processes and initial enlargements of the filtration of a Levy process with its positions at fixed times are investigated.

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Probability, 60G48

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http://salesiana.dossiersoluciones.com/handle/123456789/71698

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0406563
http://arxiv.org/abs/math/0406563

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Harnesses, Levy bridges and Monsieur Jourdain

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