The Resource Random Times and Enlargements of Filtrations in a Brownian Setting, by Roger Mansuy, Marc Yor, (electronic resource)

Random Times and Enlargements of Filtrations in a Brownian Setting, by Roger Mansuy, Marc Yor, (electronic resource)

Label
Random Times and Enlargements of Filtrations in a Brownian Setting
Title
Random Times and Enlargements of Filtrations in a Brownian Setting
Statement of responsibility
by Roger Mansuy, Marc Yor
Creator
Contributor
Author
Author
Subject
Language
  • eng
  • eng
Summary
In November 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 to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion
Member of
Is Subseries of
http://library.link/vocab/creatorName
Mansuy, Roger
Dewey number
519.2
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • I6laaywHvcM
  • g9cJKIerhgU
Image bit depth
0
Language note
English
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • SpringerLink (Online service)
  • Yor, Marc.
Series statement
Lecture Notes in Mathematics,
Series volume
1873
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Probability Theory and Stochastic Processes
Label
Random Times and Enlargements of Filtrations in a Brownian Setting, by Roger Mansuy, Marc Yor, (electronic resource)
Instantiates
Publication
Note
University lectures
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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 Azéma 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
Dimensions
unknown
Edition
1st ed. 2006.
Extent
1 online resource (XIII, 158 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540324164
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/11415558
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000232625
  • (DE-He213)978-3-540-32416-4
  • (SSID)ssj0000232540
  • (PQKBManifestationID)11191016
  • (PQKBTitleCode)TC0000232540
  • (PQKBWorkID)10214306
  • (PQKB)11569571
  • (MiAaPQ)EBC3036429
  • (EXLCZ)991000000000232625
Label
Random Times and Enlargements of Filtrations in a Brownian Setting, by Roger Mansuy, Marc Yor, (electronic resource)
Publication
Note
University lectures
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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 Azéma 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
Dimensions
unknown
Edition
1st ed. 2006.
Extent
1 online resource (XIII, 158 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540324164
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/11415558
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000232625
  • (DE-He213)978-3-540-32416-4
  • (SSID)ssj0000232540
  • (PQKBManifestationID)11191016
  • (PQKBTitleCode)TC0000232540
  • (PQKBWorkID)10214306
  • (PQKB)11569571
  • (MiAaPQ)EBC3036429
  • (EXLCZ)991000000000232625

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