| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153480 | Statistics & Probability Letters | 2008 | 6 Pages |
Abstract
In this paper, we construct a noncanonical representation with respect to the Brownian motion B of the form Btââ«0tÏ(tu)dBu, which has an infinite-dimensional orthogonal complement. Moreover we study some properties of the kernel Ï and we discuss the FtB-semimartingale property.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Youssef Ouknine, Mohamed Erraoui,