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Random Times and Enlargements of Filtrations in a Brownian Setting
Tallenna

Random Times and Enlargements of Filtrations in a Brownian Setting

the filtration of truncated Brownian motion; 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.
Painos
2006 ed.
ISBN
9783540294078
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
19.12.2005
Sivumäärä
158