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MR1720102 60G15 (60A05 60G35 60H30 91B28)
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading. Stochastic Process. Appl. 84 (1999), no. 1, 137–164.
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