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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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2005. gada 19. decembris |
| ISBN13 | 9783540294078 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 158 |
| Izmēri | 156 × 234 × 9 mm · 276 g |
| Valoda | Angļu |
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