Random Times and Enlargements of Filtrations in a Brownian Setting (Lecture Notes in Mathematics)
Edition: 1 edition
Publisher: Springer
Published: February 10, 2006
Language: eng
Format: Paperback
Number of pages: 162
ISBN-13: 9783540294078
Subjects: States of matter; Science; Filters (Mathematics); Mathematics; Science/Mathematics; Probability & Statistics - General; Brownian filtration; Mathematics / Statistics; Stopping times; enlargement of filtration; Chemistry - General; Brownian motion processes; Stochastic processes