<電子ブック>
Random Times and Enlargements of Filtrations in a Brownian Setting / by Roger Mansuy, Marc Yor
(Lecture Notes in Mathematics. ISSN:16179692 ; 1873)
版 | 1st ed. 2006. |
---|---|
出版者 | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
出版年 | 2006 |
本文言語 | 英語 |
大きさ | XIII, 158 p : online resource |
著者標目 | *Mansuy, Roger author Yor, Marc author SpringerLink (Online service) |
件 名 | LCSH:Probabilities FREE:Probability Theory |
一般注記 | 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 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-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion HTTP:URL=https://doi.org/10.1007/11415558 |
目次/あらすじ
所蔵情報を非表示
電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
電子ブック | オンライン | 電子ブック |
|
Springer eBooks | 9783540324164 |
|
電子リソース |
|
EB00235961 |
書誌詳細を非表示
データ種別 | 電子ブック |
---|---|
分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000117344 |
ISBN | 9783540324164 |
類似資料
この資料の利用統計
このページへのアクセス回数:2回
※2017年9月4日以降