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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| Główni autorzy: | , |
|---|---|
| Format: | Livre numérique |
| Język: | Anglais |
| Wydane: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Wydanie: | 1st ed. 2006. |
| Seria: | Lecture Notes in Mathematics
1873 |
| Hasła przedmiotowe: | |
| Dostęp online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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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 |
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| 100 | 1 | |a Mansuy, Roger, |d 1977-...., |c mathématicien. | |
| 245 | 1 | 0 | |a Random times and enlargements of filtrations in a Brownian setting |c Roger Mansuy, Marc Yor. |
| 250 | |a 1st ed. 2006. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 1 | |a Lecture Notes in Mathematics |v 1873 |x 1617-9692 | |
| 500 | |a Description d'après consultation du 10 janvier 2011 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. p. 141-155. Index | ||
| 505 | 1 | |a Notation and Convention Stopping and Non-stopping Times On the Martingales which Vanish on the Set of Brownian Zeroes Predictable and Chaotic Representation Properties for Some Remarkable Martingales Including the Azéma and the Dunkl Martingales Unveiling the Brownian Path (or history) as the Level Rises Weak and Strong Brownian Filtrations Sketches of Solutions for the Exercises. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion. | ||
| 650 | |a Processus de mouvement brownien | ||
| 650 | |a Distribution (théorie des probabilités) | ||
| 650 | |a Probabilités | ||
| 650 | |a Mathématiques | ||
| 700 | 1 | |a Yor, Marc, |d 1949-2014, |c mathématicien. |4 aut | |
| 776 | 0 | |0 09497845X |t Random times and enlargements of filtrations in a Brownian setting |f Roger Mansuy, Marc Yor |d 2006 |c Berlin |n Springer |p 1 vol. (XIII-158 p.) |s Lecture notes in mathematics |z 3-540-29407-4 | |
| 776 | 0 | |t Random Times and Enlargements of Filtrations in a Brownian Setting |b Texte imprimé |z 9783540816805 | |
| 776 | 0 | |0 09497845X |t Random times and enlargements of filtrations in a Brownian setting |f Roger Mansuy, Marc Yor |d 2006 |c Berlin |n Springer |p 1 vol. (XIII-158 p.) |s Lecture notes in mathematics |z 3-540-29407-4 | |
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