Random times and enlargements of filtrations in a Brownian setting
Guardat en:
| Autors principals: | , |
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| Format: | Livre papier |
| Idioma: | Anglais |
| Publicat: |
Berlin :
Springer
C 2006.
|
| Col·lecció: | Lecture notes in mathematics
1873 |
| Matèries: | |
| Nota: |
Lectures given in the Statistics Department of Columbia University, between the 10th and the 25th of November 2004 |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Random times and enlargements of filtrations in a Brownian setting, Roger Mansuy, Marc Yor, 1st ed. 2006., Berlin, Heidelberg, Springer Berlin Heidelberg, 2006, Lecture Notes in Mathematics, 978-3-540-32416-4 |
| Descripció de l’ítem: | Lectures given in the Statistics Department of Columbia University, between the 10th and the 25th of November 2004 |
|---|---|
| Descripció física: | 1 vol. (XIII-158 p.) : ill., couv. ill. ; 24 cm. |
| Bibliografia: | Bibliogr. p. 141-155. Index |
| ISBN: | 3540294074 (br.) : 9783540294078 |
| ISSN: | 0075-8434 |