Random times and enlargements of filtrations in a Brownian setting /

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...

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Bibliographic Details
Main Author:	Mansuy, Roger
Other Authors:	Yor, Marc
Format:	Book
Language:	English
Published:	Berlin : Springer, 2006 Berlin ; New York : 2006 Berlin ; New York : c2006 Berlin ; New York : 2006
Series:	Lecture notes in mathematics (Springer-Verlag) ; 1873 Lecture notes in mathematics (Springer-Verlag) 1873
Subjects:	Brownian motion processes Filters (Mathematics) Stochastic processes Stochastic Processes

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