Random times and enlargements of filtrations in a brownian setting :: Roger Mansuy :: ISBN 9783540294078 :: Springer 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title Random times and enlargements of filtrations in a brownian setting
Author Roger Mansuy
Contributor Marc Yor
Publisher Springer
Publication date 2006
Publication location Berlin
Language English

Topics

Martingales (Mathematics)
Brownian motion processes
Filters (Mathematics)

Catalogue Data

OBNB ID GBA613072
ISBN 10 3540294074
ISBN 13 9783540294078
Type BibliographicResource, Book
Dewey Classification 519.236

ISBD

P1053 xiii, 158 p.
P1042 Includes bibliographical references and index.

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Random times and enlargements of filtrations in a brownian setting by Roger Mansuy. ISBN 9783540294078. Published by Springer in 2006. Publication and catalogue information, links to buy online and reader comments.