Random times and enlargements of filtrations in a Brownian setting /

Bibliographic Details

Main Author:	Mansuy, Roger
Other Authors:	Yor, Marc
Format:	Book
Language:	English
Published:	Berlin : Springer, 2006.
Series:	Lecture notes in mathematics (Springer-Verlag) ; 1873.
Subjects:	Stochastic processes. Filters (Mathematics) Brownian motion processes.
Online Access:	Connect to the full text of this electronic book