Yor, Marc 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 ReviewsCited in 3 Documents MSC: 60H05 Stochastic integrals 60G35 Signal detection and filtering (aspects of stochastic processes) 60G44 Martingales with continuous parameter 60J65 Brownian motion Keywords:stochastic integrals; Brownian motion; martingal Citations:Zbl 0398.00013 PDFBibTeX XML Full Text: Numdam EuDML