Transactions of the American Mathematical Society

ISSN 1088-6850(online) ISSN 0002-9947(print)

 

 

Embedding processes in Brownian motion in $ {\bf R}\sp{n}$


Author: Neil Falkner
Journal: Trans. Amer. Math. Soc. 267 (1981), 335-363
MSC: Primary 60G40; Secondary 60G17, 60J65
Erratum: Trans. Amer. Math. Soc. 272 (1982), 811.
MathSciNet review: 626478
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Abstract: We give a potential-theoretic characterization of the right-continuous processes which can be embedded in Brownian motion in $ {{\mathbf{R}}^n}$ by means of an increasing family of standard stopping times. In general it is necessary to use a Brownian motion process whose filtration is richer than the natural one.


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Additional Information

DOI: http://dx.doi.org/10.1090/S0002-9947-1981-0626478-9
Keywords: Potential process, time change
Article copyright: © Copyright 1981 American Mathematical Society