| 書目名稱 | Random Times and Enlargements of Filtrations in a Brownian Setting |
| 編輯 | Roger Mansuy,Marc Yor |
| 視頻video | http://file.papertrans.cn/822/821089/821089.mp4 |
| 概述 | Includes supplementary material: |
| 叢書名稱 | Lecture Notes in Mathematics |
| 圖書封面 |  |
| 描述 | .In 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.. |
| 出版日期 | Book 2006 |
| 關(guān)鍵詞 | Brownian filtration; Brownian motion; Helium-Atom-Streuung; Martingale; Stochastic calculus; Stopping tim |
| 版次 | 1 |
| doi | https://doi.org/10.1007/11415558 |
| isbn_softcover | 978-3-540-29407-8 |
| isbn_ebook | 978-3-540-32416-4Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2006 |
|Archiver|手機(jī)版|小黑屋|
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