Harnesses, Levy bridges and Monsieur Jourdain
arXiv:math/0406563
Abstract
Relations between so-called harness processes and initial enlargements of the filtration of a Levy process with its positions at fixed times are investigated.
arXiv:math/0406563
Relations between so-called harness processes and initial enlargements of the filtration of a Levy process with its positions at fixed times are investigated.