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Random Times and Enlargements of Filtrations in a Brownian Setting
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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.
Opplag
2006 ed.
ISBN
9783540294078
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
19.12.2005
Antall sider
158