A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration

By Hiroyuki Matsumoto, Marc Yor. 2001

63 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/3cd88651df809497b732ba0182855a45c381196e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

  1. Hiroyuki Matsumoto
  2. Neil O'Connell
  3. Marc Yor
  4. Daniel Dufresne
  5. Vadim Linetsky
  6. Pierre Patie
  7. M. Schröder
  8. P. Carr

In Mathematical Physics

  1. Neil O'Connell
  2. Marc Yor
  3. Hiroyuki Matsumoto
  4. Jim Pitman
  5. Ivan Corwin
  6. Alexei Borodin
  7. Daniel Dufresne
  8. Jon Warren

Citations in the corpus