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arXiv math/0406563math.PR

Harnesses, Levy bridges and Monsieur Jourdain

Roger Mansuy, Marc Yor

英文摘要:

Relations between so-called harness processes and initial enlargements of the filtration of a Levy process with its positions at fixed times are investigated.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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