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
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
Journal title :
Stochastic Processes and their Applications
