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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Online Access: Full Text (via Springer)
Main Author: Yor, Marc
Format: eBook
Language:English
Published: Basel : Birkhäuser Basel : Imprint : Birkhäuser, 1997.
Series:Lectures in Mathematics ETH Zürich, Department of Mathematics Research Institute of Mathematics.
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Call Number: QA1-939
QA1-939 Available