Research Catalog

Random times and enlargements of filtrations in a Brownian setting

Title
Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor.
Author
Mansuy, Roger.
Publication
Berlin : Springer, 2006.

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
TextRequest in advance JSE 06-344Offsite

Details

Additional Authors
Yor, Marc.
Description
xiii, 158 p. : some fig.; 24 cm.
Series Statement
Lecture notes in mathematics 0075-8434 ; 1873
Uniform Title
Lecture notes in mathematics (Springer-Verlag) ; 1873.
Subject
  • Stochastic processes
  • Filters (Mathematics)
  • Brownian motion processes
Note
  • University lectures.
Bibliography (note)
  • Includes bibliograpic references and index.
Call Number
JSE 06-344
ISBN
3540294074 (pbk.)
OCLC
62900880
Author
Mansuy, Roger.
Title
Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor.
Imprint
Berlin : Springer, 2006.
Series
Lecture notes in mathematics 0075-8434 ; 1873
Lecture notes in mathematics (Springer-Verlag) ; 1873.
Bibliography
Includes bibliograpic references and index.
Added Author
Yor, Marc.
Research Call Number
JSE 06-344
View in Legacy Catalog