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Random times and enlargements of filtrations in a Brownian setting / / Roger Mansuy, Marc Yor
| Random times and enlargements of filtrations in a Brownian setting / / Roger Mansuy, Marc Yor |
| Autore | Mansuy Roger |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; New York, NY : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (XIII, 158 p.) |
| Disciplina | 519.2/3 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Brownian motion processes |
| ISBN |
1-280-62570-8
9786610625703 3-540-32416-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910484535403321 |
Mansuy Roger
|
||
| Berlin ; ; New York, NY : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Random times and enlargements of filtrations in a Brownian setting / / Roger Mansuy, Marc Yor
| Random times and enlargements of filtrations in a Brownian setting / / Roger Mansuy, Marc Yor |
| Autore | Mansuy Roger |
| Edizione | [1st ed. 2006.] |
| Pubbl/distr/stampa | Berlin ; ; New York, NY : , : Springer, , [2006] |
| Descrizione fisica | 1 online resource (XIII, 158 p.) |
| Disciplina | 519.2/3 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Brownian motion processes |
| ISBN |
1-280-62570-8
9786610625703 3-540-32416-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNISA-996466499103316 |
|
Mansuy Roger
|
||
| Berlin ; ; New York, NY : , : Springer, , [2006] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||