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-...
保存先:
| 主要な著者: | , |
|---|---|
| フォーマット: | Livre numérique |
| 言語: | Anglais |
| 出版事項: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| 版: | 1st ed. 2006. |
| シリーズ: | Lecture Notes in Mathematics
1873 |
| 主題: | |
| オンライン･アクセス: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 注記: |
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 |
目次:
- 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.