Random times and enlargements of filtrations in a Brownian setting

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Bibliographic Information

Title
"Random times and enlargements of filtrations in a Brownian setting"
Statement of Responsibility
Roger Mansuy, Marc Yor
Publisher
  • Springer
Publication Year
  • c2006
Book size
24 cm

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Notes

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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