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Random times and enlargements of filtrations in a Brownian setting
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-...
| Autores principales: | , |
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| Lenguaje: | eng |
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Springer
2006
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| Acceso en línea: | https://dx.doi.org/10.1007/11415558 http://cds.cern.ch/record/1690684 |