Title of article
Harnesses, Lévy bridges and Monsieur Jourdain
Author/Authors
Mansuy، نويسنده , , Roger and Yor، نويسنده , , Marc، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
10
From page
329
To page
338
Abstract
Relations between harnesses and initial enlargements of the filtration of a Lévy process with its positions at fixed times are investigated.
Keywords
Harnesses , Lévy processes , Past–future martingales , Enlargement of filtration
Journal title
Stochastic Processes and their Applications
Serial Year
2005
Journal title
Stochastic Processes and their Applications
Record number
1577559
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