Random times and enlargements of filtrations in a Brownian setting
In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-...
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| Glavni autori: | , |
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| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Izdanje: | 1st ed. 2006. |
| Serija: | Lecture Notes in Mathematics
1873 |
| Teme: | |
| Online pristup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Bilješka: |
Description d'après consultation du 10 janvier 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| 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, 2006, Berlin, Springer, 1 vol. (XIII-158 p.), Lecture notes in mathematics, 3-540-29407-4 • Random Times and Enlargements of Filtrations in a Brownian Setting, Texte imprimé, 9783540816805 • Random times and enlargements of filtrations in a Brownian setting, Roger Mansuy, Marc Yor, 2006, Berlin, Springer, 1 vol. (XIII-158 p.), Lecture notes in mathematics, 3-540-29407-4 |