| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527497 | Stochastic Processes and their Applications | 2005 | 10 Pages |
Abstract
Relations between harnesses and initial enlargements of the filtration of a Lévy process with its positions at fixed times are investigated.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Roger Mansuy, Marc Yor,