MaPhySto
The Danish National Research Foundation:
Network in Mathematical Physics and Stochastics

---

Funded by The Danish National Research Foundation

Seminar

Abstract
The natural filtration of a real Brownian motion and its excursion filtration are sharing a fundamental property: The property of integral representation. As a consequence, every Brownian variable admits two distinct integral representations. We will show that there are other integral representations of the Brownian variables.

Contact person:Goran Peskir.