Random times and enlargements of filtrations in a Brownian setting
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Livre papier |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin :
Springer
C 2006.
|
| Serie: | Lecture notes in mathematics
1873 |
| Soggetti: | |
| 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 |