Random Times and Enlargements of Filtrations in a Brownian Setting (Lecture Notes in Mathematics)
1 edition
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Word Count
40,500 words, Guess
Page Count
162 pages
Physical Format
Paperback
Identifiers
- Open LibraryOL9056012M
- ISBN-139783540294078
- ISBN-103540294074
- OCLC Control Number62900880
- OCLC Control Numberrandomtimesenlar00mans
and 2 more
- Library of Congress Control Number2005934037
- Goodreads1915295
Classifications
- LCCQA274 .M355 2006
Subjects
Topics
ScienceMathematicsStopping timesStates of matterScience/MathematicsChemistry - GeneralBrownian filtrationStochastic processesFilters (Mathematics)Mathematics / StatisticsBrownian motion processesenlargement of filtrationMartingales (mathematics)Digital filters (mathematics)Probability & Statistics - General
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