Capa do artigo Random Times And Enlargements Of Filtrations In A Brownian Setting
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Random Times And Enlargements Of Filtrations In A Brownian Setting eBook

by Roger Mansuy e Marc Yor
language: english
Publisher: Springer Berlin Heidelberg, July of 2006 ‧
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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.

Random Times And Enlargements Of Filtrations In A Brownian Setting

by Roger Mansuy e Marc Yor

Property Description
ISBN: 9783540324164
Publisher: Springer Berlin Heidelberg
Release Date: July of 2006
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Lecture Notes In Mathematics
Categories: eBooks in English > Science > Mathematics
EAN: 9783540324164

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