| Université Paris 6 Pierre et Marie Curie | Université Paris 7 Denis Diderot | |
| CNRS U.M.R. 7599 | ||
| ``Probabilités et Modèles Aléatoires'' | ||
Auteur(s):
Code(s) de Classification MSC:
Résumé: Bass and Burdzy [1] recently studied a stochastic flow of ${\cal C}^1$-homeomorphisms on $\r$, associated to a natural generalization of a Brownian motion with drift. We show that all martingales in this flow admit an area integral representation by using the method developped by Rogers and Walsh [12] in the case of the Brownian excursion filtration. This also gives another representation of the square integrable variables in the Brownian field.
Mots Clés: Integral representation ; flow ; area integral
Date: 2001-06-15
Prépublication numéro: PMA-669
Postscript file : PMA-669.ps