Les filtrations de certaines martingales du mouvement brownien dans \(\mathbb{R}^n\). (French) Zbl 0418.60057

Seminaire de probabilites XIII, Univ. Strasbourg 1977/78, Lect. Notes Math. 721, 427-440 (1979).


60H05 Stochastic integrals
60G35 Signal detection and filtering (aspects of stochastic processes)
60G44 Martingales with continuous parameter
60J65 Brownian motion


Zbl 0398.00013
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