Random times and enlargements of filtrations in a Brownian setting | 金沢大学附属図書館 OPAC plus

>> Google Books

QRコード(所蔵情報)

Random times and enlargements of filtrations in a Brownian setting

フォーマット:

図書

責任表示:

Roger Mansuy, Marc Yor

言語:

英語

出版情報:

Berlin : Springer, c2006

形態:

xiii, 158 p. : ill. ; 24 cm

著者名:

シリーズ名:

Lecture notes in mathematics ; 1873 <BA00146586>

書誌ID:

BA75128178

ISBN:

9783540294078 [3540294074]

子書誌情報

所蔵情報

Loading availability information

タイトル・著者・出版者が同じ資料

詳細

主題:	Brownian motion processes; Filters (Mathematics); Stochastic processes
分類・件名:	LCC : QA274 LCC : QA3 LCSH : Stochastic processes LCSH : Filters (Mathematics) LCSH : Brownian motion processes
LCCN:	2005934037
注記:	University lectures in Colombia University, between the 10th and the 25th of November 2004 Includes bibliographical references (p. [141]-155) and index
TTLL:	eng

類似資料:

1

2

3

4

5

6

7

8

9

10

11

12

1 電子ブック Random Times and Enlargements of Filtrations in a Brownian Setting Mansuy, Roger, Yor, Marc Springer Berlin / Heidelberg	7 図書 Continuous martingales and Brownian motion Revuz, D, Yor, Marc, 1950- Springer-Verlag
2 図書 Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures Yen, Ju-Yi, Yor, Marc, 1950- Springer	8 図書 Exponential functionals of Brownian motion and related processes Yor, Marc, 1950- Springer
3 図書 Aspects of Brownian motion Mansuy, Roger, Yor, Marc, 1950- Springer	9 電子ブック Aspects of Brownian Motion Mansuy, Roger, Yor, Marc Springer Berlin Heidelberg
4 図書 Penalising Brownian paths Roynette, Bernard, Yor, Marc, 1950- Springer	10 図書 Some recent martingale problems Yor, Marc, 1950- Birkhäuser
5 図書 Continuous martingales and Brownian motion Revuz, D, Yor, Marc, 1950- Springer-Verlag	11 図書 Some special functionals Yor, Marc, 1950- Birkhäuser
6 図書 Continuous Martingales and Brownian motion Revuz, D., Yor, Marc, 1950- Springer-Verlag	12 図書 Brownian motion, obstacles, and random media Sznitman, A. (Alain-Sol) Springer