Some Aspects of Brownian Motion : Part II: Some Recent Martingale Problems / by Marc Yor.
These notes represent approximately the second half of lectures given by the author at ETH in a Nachdiplom course (winter term 1991-92), followed by six lectures in November and December 1993. They are organized in nine chapters, six of which are devoted to - expansion of filtration formulae, - Burk...
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Format: | eBook |
Language: | English |
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Basel :
Birkhäuser Basel : Imprint : Birkhäuser,
1997.
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Series: | Lectures in Mathematics ETH Zürich, Department of Mathematics Research Institute of Mathematics.
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QA1-939
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QA1-939 | Available |