Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%0 Journal Article
%1 F�llmer1999
%A Föllmer, Hans
%A Wu, Ching-Tang
%A Yor, Marc
%D 1999
%J Stochastic Processes and their Applications
%K Brownian motion
%N 1
%P 137--164
%T Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
%U http://www.sciencedirect.com/science/article/B6V1B-3XNK61M-8/1/a3ba6a233730629a6460cfb4d5777c59
%V 84
@article{F�llmer1999,
added-at = {2008-04-22T14:25:45.000+0200},
author = {F{\"o}llmer, Hans and Wu, Ching-Tang and Yor, Marc},
biburl = {https://www.bibsonomy.org/bibtex/22bdeb1517f487d781827a509fc966148/smicha},
day = 01,
description = {Stochastic Processes and their Applications},
interhash = {630b63655a389ca2dceefc0bb325e92f},
intrahash = {2bdeb1517f487d781827a509fc966148},
journal = {Stochastic Processes and their Applications},
keywords = {Brownian motion},
month = Nov,
number = 1,
pages = {137--164},
timestamp = {2008-04-22T14:31:36.000+0200},
title = {Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading},
url = {http://www.sciencedirect.com/science/article/B6V1B-3XNK61M-8/1/a3ba6a233730629a6460cfb4d5777c59},
volume = 84,
year = 1999
}