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100   $a20220821d2006      uy             0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aRandom times and enlargements of filtrations in a Brownian setting /$fRoger Mansuy, Marc Yor
205   $a1st ed. 2006.
210  1$aBerlin ;$aNew York, NY :$cSpringer,$d[2006]
210  4$d©2006
215   $a1 online resource (XIII, 158 p.) 
225 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v1873
300   $aUniversity lectures.
311   $a3-540-29407-4 
320   $aIncludes bibliographical references and index.
327   $aNotation 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.
330   $aIn November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion.
410  0$aLecture Notes in Mathematics,$x0075-8434 ;$v1873
606   $aStochastic processes
606   $aFilters (Mathematics)
606   $aBrownian motion processes
615  0$aStochastic processes.
615  0$aFilters (Mathematics)
615  0$aBrownian motion processes.
676   $a519.2/3
700   $aMansuy$b Roger$0472494
702   $aYor$b Marc
712 02$aSpringerLink (Online service)
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a996466499103316
996   $aRandom times and enlargements of filtrations in a Brownian setting$9230570
997   $aUNISA