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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

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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.
Upplaga
2006 ed.
ISBN
9783540294078
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2005-12-19
Sidor
158