Random times & enlargements of filtrations in a brownian setting R. Mansuy & M. Yor

By: Mansuy, R & Yor, M | Yor, MMaterial type: Text

TextSeries: Lecture notes in mathematics 1873Publication details: Berlin Springer 2005 Description: xiii 158ISBN: 9783540294078Subject(s): Brownian FiltrationsDDC classification: 16.03

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Holdings
Item type	Current library	Call number	Materials specified	Status	Date due	Barcode
Books	TIFR CAM Library	16.03 MANS (Browse shelf(Opens below))		Available		M6820

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Previous	16.03 LAMP Stochastic processes survey of the mathematical theory	16.03 LICH Regular & stochastic motion	16.03 MA Introduction to the theory of (non-symmetric) dirichlet forms	16.03 MANS Random times & enlargements of filtrations in a brownian setting	16.03 MAO Exponential stability of stochastic differential equations	16.03 NELS Dynamical theories of brownian motion	16.03 NUMM General irreducible markov chains & non-negative operators	Next

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