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Random times and enlargements of filtrations in a Brownian setting

by Roger Mansuy, Marc Yor

Cover of Random times and enlargements of filtrations in a Brownian setting

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Stochastic processesFilters (Mathematics)Brownian motion processesMartingales (mathematics)Digital filters (mathematics)
Random times and enlargements of filtrations in a Brownian setting by Roger Mansuy, Marc Yor — book · Vinony