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Random Times and Enlargements of Filtrations in a Brownian Setting (Lecture Notes in Mathematics Book 1873)

by Roger Mansuy, Marc Yor

Cover of Random Times and Enlargements of Filtrations in a Brownian Setting (Lecture Notes in Mathematics Book 1873)

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Digital filters (mathematics)Martingales (mathematics)
Random Times and Enlargements of Filtrations in a Brownian Setting (Lecture Notes in Mathematics Book 1873) by Roger Mansuy, Marc Yor — book · Vinony