Random Times and Enlargements of Filtrations in a Brownian Setting

by Roger Mansuy and Marc Yor

In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540294074
• ISBN13: 9783540294078
• Release Date: December 2005
• Publisher: Springer
• Length: 158 Pages
• Weight: 0.61 lbs.
• Dimensions: 0.4" x 6.4" x 9.3"