Some examples of the spatial evolution of two-parameter processes with non-adapted initial conditions
The central result of this thesis is an enlargement of filtrations result for the filtration (Fx; x ≥ 0), where Fx = σ{Bys : y ≤ x, s ∈ [0,∞)} and (Bxt; x ∈ R, t ∈ [0,∞)) is a Brownian sheet on a complete probability space. Although this is a fairly straightforward extension of a result presented in...
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University of Warwick
2009
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.521291 |