000 | 02969nam a22004815i 4500 | ||
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001 | 978-3-540-32416-4 | ||
003 | DE-He213 | ||
005 | 20190213151159.0 | ||
007 | cr nn 008mamaa | ||
008 | 100301s2006 gw | s |||| 0|eng d | ||
020 |
_a9783540324164 _9978-3-540-32416-4 |
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024 | 7 |
_a10.1007/11415558 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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_aPBT _2thema |
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072 | 7 |
_aPBWL _2thema |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aMansuy, Roger. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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245 | 1 | 0 |
_aRandom Times and Enlargements of Filtrations in a Brownian Setting _h[electronic resource] / _cby Roger Mansuy, Marc Yor. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2006. |
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300 |
_aXIII, 158 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1873 |
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505 | 0 | _aNotation and Convention -- Stopping and Non-stopping Times -- On the Martingales which Vanish on the Set of Brownian Zeroes -- Predictable and Chaotic Representation Properties for Some Remarkable Martingales Including the Azéma and the Dunkl Martingales -- Unveiling the Brownian Path (or history) as the Level Rises -- Weak and Strong Brownian Filtrations -- Sketches of Solutions for the Exercises. | |
520 | _aIn 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 inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion. | ||
650 | 0 | _aDistribution (Probability theory. | |
650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
700 | 1 |
_aYor, Marc. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783540816805 |
776 | 0 | 8 |
_iPrinted edition: _z9783540294078 |
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1873 |
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856 | 4 | 0 | _uhttps://doi.org/10.1007/11415558 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
999 |
_c9795 _d9795 |