Random Times and Enlargements of Filtrations in a Brownian Setting

Random Times and Enlargements of Filtrations in a Brownian Setting

Εμφάνιση άλλων εκδόσεων (1)

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Mansuy, Roger
Άλλοι συγγραφείς:	Yor, Marc
Μορφή:	Ηλεκτρονική πηγή Εργαλειοθήκη Βιβλίο
Γλώσσα:	English
Έκδοση:	Berlin, Heidelberg Springer-Verlag Berlin/Heidelberg 2006
Σειρά:	Lecture Notes in Mathematics 1873
Θέματα:	Distribution (Probability theory) Mathematics Probability Theory and Stochastic Processes
Διαθέσιμο Online:	http://dx.doi.org/10.1007/11415558

Παρόμοια τεκμήρια

Markov Processes, Brownian Motion, and Time Symmetry
ανά: Chung, Kai Lai, 1917-2009
Έκδοση: (2005)

Random Times and Enlargements of Filtrations in a Brownian Setting
ανά: Mansuy, Roger, κ.ά.
Έκδοση: (2006)

Fundamentals of Probability: A First Course
ανά: DasGupta, Anirban
Έκδοση: (2010)

The Malliavin Calculus and Related Topics
ανά: Nualart, David
Έκδοση: (2006)

Stochastic Finance
ανά: Shiryaev, A. N.
Έκδοση: (2006)

Cycle Representations of Markov Processes
ανά: Kalpazidou, Sophia L.
Έκδοση: (2006)

Fluctuation Theory for LΓ©vy Processes Ecole d'EtΓ© de ProbabilitΓ©s de Saint-Flour XXXV - 2005
ανά: Doney, Ronald A.
Έκδοση: (2007)

Eigenvalues, Inequalities, and Ergodic Theory
ανά: Chen, Mu-Fa
Έκδοση: (2005)

An Introduction to Markov Processes
ανά: Stroock, Daniel W. 1940-
Έκδοση: (2005)

Basic Principles and Applications of Probability Theory
ανά: Skorokhod, A.V
Έκδοση: (2005)

LΓ©vy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
ανά: Duquesne, Thomas
Έκδοση: (2010)

The Random-Cluster Model
ανά: Grimmett, Geoffrey R.
Έκδοση: (2006)

Combinatorial Stochastic Processes Ecole dβEtΓ© de ProbabilitΓ©s de Saint-Flour XXXII β 2002
ανά: Pitman, Jim
Έκδοση: (2006)

The Art of Random Walks
ανά: Telcs, AndrΓ's
Έκδοση: (2006)

Interacting Particle Systems
ανά: Liggett, Thomas M.
Έκδοση: (2005)

Introductory Lectures on Fluctuations of LΓ©vy Processes with Applications
ανά: Kyprianou, Andreas E.
Έκδοση: (2006)

Introduction to Stochastic Integration
ανά: Kuo, Hui-Hsiung, 1941-
Έκδοση: (2006)

Markets with Transaction Costs Mathematical Theory
ανά: Kabanov, Yuri
Έκδοση: (2010)

Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae
ανά: Profeta, Cristophe
Έκδοση: (2010)

The Poisson-Dirichlet Distribution and Related Topics Models and Asymptotic Behaviors
ανά: Feng, Shui
Έκδοση: (2010)

Selected Works of R.M. Dudley
ανά: GinΓ©, Evarist
Έκδοση: (2010)

Mathematical Methods in Robust Control of Linear Stochastic Systems
ανά: Dragan, Vasile
Έκδοση: (2006)

From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift
ανά: Kabanov, Yuri
Έκδοση: (2006)

Large Deviations Techniques and Applications
ανά: Dembo, Amir
Έκδοση: (2010)

The Doctrine of Chances Probabilistic Aspects of Gambling
ανά: Ethier, Stewart N
Έκδοση: (2010)

Differential Equations Driven by Rough Paths Γcole d'ΓtΓ© de ProbabilitΓ©s de Saint-Flour XXXIV - 2004
ανά: Lyons, Terry J.
Έκδοση: (2007)

Discrete-Time Markov Jump Linear Systems
ανά: Costa, Oswaldo Luiz Valle
Έκδοση: (2005)

The Lace Expansion and its Applications Ecole d'EtΓ© de ProbabilitΓ©s de Saint-Flour XXXIV - 2004
ανά: Slade, Gordon
Έκδοση: (2006)

The Generic Chaining Upper and Lower Bounds of Stochastic Processes
ανά: Talagrand, Michel
Έκδοση: (2005)

Hybrid Switching Diffusions Properties and Applications
ανά: Yin, G. George
Έκδοση: (2010)

Measure Theory
ανά: Bogachev, Vladimir I.
Έκδοση: (2007)

The Legacy of Alladi Ramakrishnan in the Mathematical Sciences
ανά: Alladi, Krishnaswami
Έκδοση: (2010)

Recent Advances in Applied Probability
ανά: Baeza-Yates, R. 1961- (Ricardo)
Έκδοση: (2005)

Gradient Flows in Metric Spaces and in the Space of Probability Measures
ανά: Ambrosio, Luigi
Έκδοση: (2005)

Theory and Applications of Stochastic Processes An Analytical Approach
ανά: Schuss, Zeev
Έκδοση: (2010)

Theory of Random Sets
ανά: Molchanov, Ilya
Έκδοση: (2005)

Probability Theory with Applications
ανά: Rao, M. M. (Malempati Madhusudana), 1929-
Έκδοση: (2006)

Applied Probability and Statistics
ανά: Lefebvre, Mario
Έκδοση: (2005)

Modeling Uncertainty An Examination of Stochastic Theory, Methods, and Applications
ανά: Dror, Moshe
Έκδοση: (2005)

Probability: A Graduate Course
Έκδοση: (2005)

Βιβλιοθήκη & Κέντρο Πληροφόρησης | Πανεπιστήμιο Πατρών