Random Times and Enlargements of Filtrations in a Brownian Setting is popular PDF and ePub book, written by Roger Mansuy in 2006-07-25, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Random Times and Enlargements of Filtrations in a Brownian Setting can be Read Online from any device for your convenience.
Random Times and Enlargements of Filtrations in a Brownian Setting Book PDF Summary
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 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.
Detail Book of Random Times and Enlargements of Filtrations in a Brownian Setting PDF
- Author : Roger Mansuy
- Release : 25 July 2006
- Publisher : Springer
- ISBN : 9783540324164
- Genre : Mathematics
- Total Page : 167 pages
- Language : English
- PDF File Size : 12,7 Mb
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