Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor
Type de document : Livre numériqueCollection : Lecture notes in mathematics, 1873Langue : anglais.Éditeur : Berlin : Springer, cop. 2006ISBN: 9783540324164.ISSN: 1617-9692.Sujet MSC : 60G40, Probability theory and stochastic processes, Stopping times; optimal stopping problems; gambling theory60G44, Probability theory and stochastic processes, Martingales with continuous parameter
60J65, Probability theory and stochastic processes - Markov processes, Brownian motion
60J55, Probability theory and stochastic processes - Markov processes, Local time and additive functionals
60J25, Probability theory and stochastic processes, Continuous-time Markov processes on general state spacesEn-ligne : Springerlink | MSN | zbMath
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