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Canonical Decompositions of Certain Generalized Brownian Bridges

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Canonical Decompositions of Certain Generalized Brownian Bridges
2.	Creator	Author's name, affiliation, country	Larbi Alili; ETH Zurich
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Brownian motion; Brownian bridge; Canonical decomposition;Volterra transform.
3.	Subject	Subject classification	26C05; 60J65
4.	Description	Abstract	We define a generalized Brownian bridge and we provide some information about its filtration. Two decompositions of this process as a semi-martingale are given. The first one is a Volterra decomposition and the second one is its canonical decomposition in its own filtration.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2001-12-17
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1044
10.	Identifier	Digital Object Identifier	10.1214/ECP.v7-1044
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 7
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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