Random Times and Enlargements of Filtrat
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Roger Mansuy, Marc Yor (auth.)
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Library
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2006
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Springer
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English
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In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azรฉma-