Random Times and Enlargements of Filtrations in a Brownian Setting
Author:   Roger Mansuy ,  Marc Yor
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   2006 ed.
Volume:   1873
ISBN:  

9783540294078


Pages:   158
Publication Date:   19 December 2005
Format:   Paperback
Availability:   Out of print, replaced by POD   Availability explained
We will order this item for you from a manufatured on demand supplier.

Our Price $131.87 Quantity:  
Add to Cart

Share |

Random Times and Enlargements of Filtrations in a Brownian Setting


Add your own review!

Overview

Full Product Details

Author:   Roger Mansuy ,  Marc Yor
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   2006 ed.
Volume:   1873
Dimensions:   Width: 15.50cm , Height: 0.90cm , Length: 23.50cm
Weight:   0.454kg
ISBN:  

9783540294078


ISBN 10:   3540294074
Pages:   158
Publication Date:   19 December 2005
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of print, replaced by POD   Availability explained
We will order this item for you from a manufatured on demand supplier.

Table of Contents

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.

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now