Embedding processes in Brownian motion in $\textbf {R}^{n}$
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- by Neil Falkner PDF
- Trans. Amer. Math. Soc. 267 (1981), 335-363 Request permission
Erratum: Trans. Amer. Math. Soc. 272 (1982), 811.
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.References
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Additional Information
- © Copyright 1981 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 267 (1981), 335-363
- MSC: Primary 60G40; Secondary 60G17, 60J65
- DOI: https://doi.org/10.1090/S0002-9947-1981-0626478-9
- MathSciNet review: 626478