Grossissements de filtrations : exemples et applications /
Séminaire de calcul stochastique 1982/83, Université Paris VI ; édité par Th. Jeulin et M. Yor.
- Berlin New York Springer-Verlag c1985
- v, 315 p. ill.
- Lecture notes in mathematics 1118 .
- Lecture notes in mathematics (Springer-Verlag) ; 1118. .
Summary in English.
Includes bibliographies.
0387152105
Stochastic processes.
Markov processes.
Stochastic integrals.
Filters (Mathematics)
51 / LNM
Summary in English.
Includes bibliographies.
0387152105
Stochastic processes.
Markov processes.
Stochastic integrals.
Filters (Mathematics)
51 / LNM