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Random Times and Enlargements of Filtrations in a Brownian Setting - Lecture Notes in Mathematics Roger Mansuy 2006 edition
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Random Times and Enlargements of Filtrations in a Brownian Setting - Lecture Notes in Mathematics
Roger Mansuy
In 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 Azema-Emery martingales and chaos representation; and more.
158 pages, 4 black & white tables, biography
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 19 de dezembro de 2005 |
| ISBN13 | 9783540294078 |
| Editoras | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 158 |
| Dimensões | 156 × 234 × 9 mm · 276 g |
| Idioma | Inglês |
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