Random times and enlargements of filtrations in a Brownian setting

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Random times and enlargements of filtrations in a Brownian setting

Roger Mansuy, Marc Yor

(Lecture notes in mathematics, 1873)

Springer, c2006

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注記

University lectures in Colombia University, between the 10th and the 25th of November 2004

Includes bibliographical references (p. [141]-155) and index

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