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Mansuy, Roger
Libros de: Mansuy, Roger
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Random Times and Enlargements of Filtrations in a Brownian Setting
Mansuy, Roger Yor, Marc
Springer (2006)
- EAN: 9783540294078
- Páginas: 158
- Fecha de edición: 2006
pvp.45,00 €
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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 ...
