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Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor.
Math/Physics/Astronomy Library QA3 .L28 no.1873
Available
- Format:
- Book
- Author/Creator:
- Mansuy, Roger.
- Series:
- Lecture notes in mathematics (Springer-Verlag) ; 1873.
- Lecture notes in mathematics 0075-8434 ; 1873
- Language:
- English
- Subjects (All):
- Stochastic processes.
- Filters (Mathematics).
- Brownian motion processes.
- Physical Description:
- xiii, 158 pages : some fig. ; 24 cm.
- Place of Publication:
- Berlin ; New York : Springer, 2006.
- Notes:
- University lectures.
- Includes bibliographical references and index.
- ISBN:
- 3540294074
- OCLC:
- 62900880
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