Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor.

Author/creator Mansuy, Roger
Other author Yor, Marc.
Format Electronic
Publication InfoBerlin ; New York : Springer,
Descriptionxiii, 158 p. : ill. ; 24 cm.
Supplemental ContentFull text available from Springer Books
Supplemental ContentFull text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present)
Subjects

SeriesLecture notes in mathematics, 0075-8434 ; 1873
Lecture notes in mathematics (Springer-Verlag) ; 1873. ^A496146
Bibliography noteIncludes bibliographical references (p. [141]-155) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2005934037
ISBN9783540294078 (softcover : alk. paper)
ISBN3540294074 (softcover : alk. paper)