Grossissements de filtrations: exemples et applications: Seminaire de Calcul Stochastique 1982/83 Universite Paris VI
Author:   Thierry Jeulin ,  Marc Yor
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   1985 ed.
Volume:   1118
ISBN:  

9783540152101


Pages:   315
Publication Date:   01 March 1985
Format:   Paperback
Availability:   In Print   Availability explained
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Grossissements de filtrations: exemples et applications: Seminaire de Calcul Stochastique 1982/83 Universite Paris VI


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Author:   Thierry Jeulin ,  Marc Yor
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   1985 ed.
Volume:   1118
Dimensions:   Width: 15.50cm , Height: 1.70cm , Length: 23.50cm
Weight:   1.010kg
ISBN:  

9783540152101


ISBN 10:   3540152105
Pages:   315
Publication Date:   01 March 1985
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.
Language:   French

Table of Contents

Grossissement de filtrations et absolue continuite de noyaux.- Grossissement initial, hypothese (H?) et theoreme de Girsanov.- Grossissement de filtration et processus d'Ornstein-Uhlenbeck generalise.- Entropie d'une partition, et grossissement initial d'une filtration.- Grossissement gaussien de la filtration Brownienne.- Inegalités de martingales continues arretées à un temps quelconque.- Inegalites de martingales continues arretees a un temps quelconque: Le role de certains espaces BMO.- Théorème de Girsanov généralisé et grossissement d'une filtration.- Application de la theorie du grossissement a l'etude des temps locaux Browniens.

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