02070nam0 2200457 i 450 VAN004744120240207040215.354978-35-402-9407-820060710d2006 |0itac50 baengDE|||| |||||Random times and enlargements of filtrations in a Brownian settingRoger Mansuy, Marc YorBerlinSpringer2006XIII, 158 p.24 cmPubblicazione disponibile anche in formato elettronico001VAN01022502001 Lecture notes in mathematics210 Berlin [etc.]Springer1873VAN0234515Random times and enlargements of filtrations in a Brownian setting74595060G44Martingales with continuous parameter [MSC 2020]VANC020011MF60J65Brownian motion [MSC 2020]VANC020038MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]VANC024506MFBrownian MotionsKW:KBrownian filtrationKW:KEnlargement of filtrationKW:KFiltrationKW:KHelium-Atom-StreuungKW:KMartingalesKW:KStochastic CalculusKW:KStopping timesKW:KBerlinVANL000066MansuyRogerVANV037712472494YorMarcVANV03771354488Springer <editore>VANV108073650ITSOL20240614RICAhttps://doi.org/10.1007/11415558https://doi.org/10.1007/11415558BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN0047441BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 60-XX 2597 08 7403 I 20060710 Random times and enlargements of filtrations in a Brownian setting745950UNICAMPANIA