Grossissements de filtrations
Subtitle: exemples et applications
By: Séminaire de calcul stochastique 1982/83, Université Paris VI ; édité par Th. Jeulin et M. Yor.
Contributors: Jeulin, Th., 1949-; Yor, Marc.
Series: Lecture notes in mathematics ;; 1118; Lecture notes in mathematics (Springer-Verlag) ;; 1118.
Publisher: Springer-Verlag
Published: 1985
Place of publication: Berlin; New York
Language: fre
Number of pages: 315
Subjects: Stochastic processes.; Markov processes.; Stochastic integrals.; Filters (Mathematics)
Description: English summary.
Notes: Includes bibliographies.
Summary in English.