skip to content
Random times and enlargements of filtrations in a Brownian setting Preview this item
ClosePreview this item
Checking...

Random times and enlargements of filtrations in a Brownian setting

Author: Roger Mansuy; Marc Yor
Publisher: Berlin : Springer, cop. 2006.
Series: Lecture notes in mathematics, 1873
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

In 2004, M Yor and R Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Roger Mansuy; Marc Yor
ISBN: 3540294074 9783540294078
OCLC Number: 470548733
Notes: Bibliogr. p. 142-155.
Description: 1 vol. (XIII-158 p.) : ill. ; 24 cm.
Contents: Notation and Convention.- Stopping and Non-stopping Times.- On the Martingales which Vanish on the Set of Brownian Zeroes.- Predictable and Chaotic Representation Properties for Some Remarkable Martingales Including the Azema and the Dunkl Martingales.- Unveiling the Brownian Path (or history) as the Level Rises.- Weak and Strong Brownian Filtrations.- Sketches of Solutions for the Exercises.
Series Title: Lecture notes in mathematics, 1873
Responsibility: Roger Mansuy, Marc Yor.
More information:

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/470548733> # Random times and enlargements of filtrations in a Brownian setting
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "470548733" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/gw> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/47148517#Place/berlin> ; # Berlin
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/processus_stochastiques> ; # Processus stochastiques
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/temps_arret> ; # temps arrêt
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/mouvement_brownien> ; # Mouvement brownien
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/theorie_martingale> ; # théorie martingale
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/filtre_mathematiques> ; # Filtre (Mathématiques)
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/martingales_mathematiques> ; # Martingales (mathématiques)
   schema:about <http://dewey.info/class/519.23/e22/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/martingale_mathematiques> ; # Martingale (Mathématiques)
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/mouvement_brownien_processus_de> ; # Mouvement brownien, Processus de
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/processus_stochastique> ; # Processus stochastique
   schema:about <http://experiment.worldcat.org/entity/work/data/47148517#Topic/filtres_mathematiques> ; # Filtres (mathématiques)
   schema:author <http://experiment.worldcat.org/entity/work/data/47148517#Person/yor_marc_1949> ; # Marc Yor
   schema:author <http://experiment.worldcat.org/entity/work/data/47148517#Person/mansuy_roger> ; # Roger Mansuy
   schema:bookFormat bgn:PrintBook ;
   schema:copyrightYear "op." ;
   schema:datePublished "2006" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/47148517> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://worldcat.org/issn/0075-8434> ; # Lecture notes in mathematics,
   schema:name "Random times and enlargements of filtrations in a Brownian setting" ;
   schema:productID "470548733" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/470548733#PublicationEvent/berlin_springer_cop_2006> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/47148517#Agent/springer> ; # Springer
   schema:url <http://accesbib.uqam.ca/cgi-bin/bduqam/transit.pl?&noMan=24585199> ;
   schema:workExample <http://worldcat.org/isbn/9783540294078> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/470548733> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/47148517#Person/mansuy_roger> # Roger Mansuy
    a schema:Person ;
   schema:familyName "Mansuy" ;
   schema:givenName "Roger" ;
   schema:name "Roger Mansuy" ;
    .

<http://experiment.worldcat.org/entity/work/data/47148517#Topic/filtre_mathematiques> # Filtre (Mathématiques)
    a schema:Intangible ;
   schema:name "Filtre (Mathématiques)" ;
    .

<http://experiment.worldcat.org/entity/work/data/47148517#Topic/filtres_mathematiques> # Filtres (mathématiques)
    a schema:Intangible ;
   schema:name "Filtres (mathématiques)" ;
   schema:name "Filtres (Mathématiques)"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/47148517#Topic/martingale_mathematiques> # Martingale (Mathématiques)
    a schema:Intangible ;
   schema:name "Martingale (Mathématiques)" ;
    .

<http://experiment.worldcat.org/entity/work/data/47148517#Topic/martingales_mathematiques> # Martingales (mathématiques)
    a schema:Intangible ;
   schema:name "Martingales (mathématiques)" ;
    .

<http://experiment.worldcat.org/entity/work/data/47148517#Topic/mouvement_brownien> # Mouvement brownien
    a schema:Intangible ;
   schema:name "Mouvement brownien" ;
    .

<http://experiment.worldcat.org/entity/work/data/47148517#Topic/mouvement_brownien_processus_de> # Mouvement brownien, Processus de
    a schema:Intangible ;
   schema:name "Mouvement brownien, Processus de" ;
   schema:name "Mouvement brownien, Processus de"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/47148517#Topic/processus_stochastique> # Processus stochastique
    a schema:Intangible ;
   schema:name "Processus stochastique" ;
    .

<http://experiment.worldcat.org/entity/work/data/47148517#Topic/processus_stochastiques> # Processus stochastiques
    a schema:Intangible ;
   schema:name "Processus stochastiques"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/47148517#Topic/theorie_martingale> # théorie martingale
    a schema:Intangible ;
   schema:name "théorie martingale" ;
    .

<http://worldcat.org/isbn/9783540294078>
    a schema:ProductModel ;
   schema:isbn "3540294074" ;
   schema:isbn "9783540294078" ;
    .

<http://worldcat.org/issn/0075-8434> # Lecture notes in mathematics,
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/470548733> ; # Random times and enlargements of filtrations in a Brownian setting
   schema:issn "0075-8434" ;
   schema:name "Lecture notes in mathematics," ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.