Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor. (Lecture notes in mathematics ; 1873)

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

(Lecture notes in mathematics ; 1873)

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Material Type: 図書
ISBN: 9783540294078 (ISBN-13)
3540294074 (ISBN-10)
ISSN (series): 0075-8434
Title: Random times and enlargements of filtrations in a Brownian setting / Roger Mansuy, Marc Yor.
Series Title: Lecture notes in mathematics ; 1873
Title Heading: Lecture notes in mathematics (Springer-Verlag) ; 1873.
Author Heading: Mansuy, Roger.
Yor, Marc.
Publication, Distribution, etc.: Berlin : Springer
Publication Date: c2006.
Publication Date (W3CDTF): 2006
Extent: xiii, 158 p. : some fig. ; 24 cm.
Place of Publication (Country Code): DE
Text Language Code: eng
Subject Heading: Stochastic processes.
Filters (Mathematics)
Brownian motion processes.
NDLC: MA211
Note (General): University lectures.
Note (Bibliography): Includes bibliograpic references and index.
Note (Additional Physical Form Available): Also available on the World Wide Web.
Holding library: 国立国会図書館
Call No.: MA211-B29
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000008080001
http://id.ndl.go.jp/bib/000008080001
RLIN No.: CSUGA6316453-B
Cataloging Rule: Anglo-American Cataloging Rules
Bibliographic Record Category (NDL): 211