Semi-martingales et grossissement d'une filtration
By: Thierry Jeulin.
Series: Lecture notes in mathematics ; 833; Lecture notes in mathematics (Springer-Verlag) -- 833.
Publisher: Springer-Verlag
Published: 1980
Place of publication: Berlin; New York
Language: fre
Number of pages: 142
Subjects: Martingales (Mathematics); Filters (Mathematics); Stochastic processes.; Markov processes.
Notes: Bibliography: p. [132]-136.