科研之友
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摘要
Let B be a Brownian motion. We show that there is a process H predictable in the natural filtration of B, such that H . S is a Brownian motion in its own filtration, where S-t = B-t+t. In other words, H hides the constant drift. This gives a positive answer to a question posed by Marc Yor.
- 出版日期2010
