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Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor
(Lecture notes in mathematics ; 1873)

Publisher Berlin : Springer
Year c2006
Language English
Size xiii, 158 p. : ill. ; 24 cm
Authors *Mansuy, Roger
Yor, Marc, 1950-
Subjects LCSH:Stochastic processes
LCSH:Filters (Mathematics)
LCSH:Brownian motion processes
Notes University lectures in Colombia University, between the 10th and the 25th of November 2004
Includes bibliographical references (p. [141]-155) and index
TOC

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数学図書室(図書) 図書
410.8//L49//VX2-1873
3540294074


5200571408

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Material Type Books
Classification LCC:QA274
LCC:QA3
ID 2000013491
ISBN 3540294074
NCID BA75128178

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