Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy ; Marc Yor
Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy ; Marc Yor
Autor
Mansuy, Roger
Ostali autori
Nakladnik
Berlin; Heidelberg : Springer Science + Business Media, 2006
Materijalni opis
XIII, 158 str. : graf.prikaz ; 24 cm
Napomena
Bibliografija: str.[141]-155.
Klasifikacijska oznaka
60-02 Research exposition (monographs, survey articles)
 
60G40 Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]
 
60G44 Martingales with continuous parameter
 
60J65 Brownian motion [See also 58J65]
Jezik
engleski
Standardni broj
ISBN 3-540-29407-4
Građa
Knjigaknjiga
Djelomični sadržaj online

MANSUY, Roger
Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy ; Marc Yor. - Berlin; Heidelberg : Springer Science + Business Media, 2006. - XIII, 158 str. : graf.prikaz ; 24 cm. - (Lecture Notes in Mathematics ; 1873)
Bibliografija: str.[141]-155.
ISBN 3-540-29407-4


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