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Random times and enlargements of filtrations in a Brownian setting /

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Bibliographic Details
Main Author: Mansuy, Roger
Corporate Author: SpringerLink (Online service)
Other Authors: Yor, Marc
Format: eBook
Language:English
Published: Berlin ; New York : Springer, [2006]
Series:Lecture notes in mathematics (Springer-Verlag) ; 1873.
Subjects:
Brownse beweging.
Martingalen.
Stoptijden (wiskunde)
Brownian motion processes.
Filters (Mathematics)
Stochastic processes.
Filtres (Mathématiques)
Mouvement brownien, Processus de.
Processus stochastiques.
Electronic books.
Online Access:Connect to the full text of this electronic book
Publisher description
Description
Item Description:Electronic resource.
Physical Description:xiii, 158 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [141]-155) and index.
ISBN:354032416X
9783540324164
ISSN:0075-8434 ;
DOI:10.1007/11415558