Andere Kunden interessierten sich auch für
![Aspects of Brownian Motion]( "Aspects of Brownian Motion")
Aspects of Brownian Motion38,99 €![Seminaire de Probabilites XXXIII]( "Seminaire de Probabilites XXXIII")
Seminaire de Probabilites XXXIII40,99 €![Stochastic Processes - Mathematics and Physics]( "Stochastic Processes - Mathematics and Physics")
Stochastic Processes - Mathematics and Physics28,99 €![Brownian Motion and Stochastic Calculus]( "Brownian Motion and Stochastic Calculus")
Brownian Motion and Stochastic Calculus48,99 €![Stochastic Calculus for Fractional Brownian Motion and Applications]( "Stochastic Calculus for Fractional Brownian Motion and Applications")
Stochastic Calculus for Fractional Brownian Motion and Applications95,99 €![Handbook of Brownian Motion - Facts and Formulae]( "Handbook of Brownian Motion - Facts and Formulae")
Handbook of Brownian Motion - Facts and Formulae170,99 €![Handbook of Brownian Motion - Facts and Formulae]( "Handbook of Brownian Motion - Facts and Formulae")
Handbook of Brownian Motion - Facts and Formulae235,39 €
- Preliminaries
- Enlargements of Filtrations
- Stopping and Non-Stopping Times
- On the Martingales which Vanish on the Set of Brownian Zeroes
- PRP and CRP for some Remarkable Martingales
- Unveiling the Brownian Path (or History) as the Level Rises.-Weak and Strong Brownian Filtrations
- Appendix: Sketches of Solutions for the Exercises
- References
- Index.
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.
- Enlargements of Filtrations
- Stopping and Non-Stopping Times
- On the Martingales which Vanish on the Set of Brownian Zeroes
- PRP and CRP for some Remarkable Martingales
- Unveiling the Brownian Path (or History) as the Level Rises.-Weak and Strong Brownian Filtrations
- Appendix: Sketches of Solutions for the Exercises
- References
- Index.
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.