Noncanonical representation with an infinite-dimensional orthogonal complement

In this paper, we construct a noncanonical representation with respect to the Brownian motion B of the form which has an infinite-dimensional orthogonal complement. Moreover we study some properties of the kernel [rho] and we discuss the -semimartingale property.

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Year of publication:	2008
Authors:	Ouknine, Youssef ; Erraoui, Mohamed
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 10, p. 1200-1205
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005224006