000 02969nam a22004815i 4500
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
024 7 _a10.1007/11415558
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aPBWL
_2thema
082 0 4 _a519.2
_223
100 1 _aMansuy, Roger.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
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.
300 _aXIII, 158 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1873
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
856 4 0 _uhttps://doi.org/10.1007/11415558
912 _aZDB-2-SMA
912 _aZDB-2-LNM
999 _c9795
_d9795