| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4664316 | Acta Mathematica Scientia | 2011 | 8 Pages |
Abstract
Let Bt be an Ft Brownian motion and Gt be an enlargement of filtration of Ft from some Gaussian random variables. We obtain equations for ht such that Bt – ht is a Gt-Brownian motion.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
