Harnesses, Levy bridges and Monsieur Jourdain

Details Harnesses, Levy bridges and Monsieur Jourdain Harnesses, Levy bridges and Monsieur Jourdain

2004-06-28

arxiv.org/abs/math/0406563v2

Mathematics

Probability

Scientific paper

Relations between so-called harness processes and initial enlargements of the
filtration of a Levy process with its positions at fixed times are
investigated.

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