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Grossissements de filtrations: exemples et applications: Seminaire de Calcul Stochastique 1982/83 Universite Paris VI de Thierry Jeulin

Grossissements de filtrations: exemples et applications: Seminaire de Calcul Stochastique 1982/83 Universite Paris VI: Lecture Notes in Mathematics, cartea 1118

Editat de Thierry Jeulin, Marc Yor
fr Limba Franceză Paperback – mar 1985

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Specificații

ISBN-13: 9783540152101
ISBN-10: 3540152105
Pagini: 324
Ilustrații: 315 p.
Dimensiuni: 155 x 235 x 17 mm
Greutate: 0.45 kg
Ediția:1985
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

Grossissement de filtrations et absolue continuite de noyaux.- Grossissement initial, hypothese (H?) et theoreme de Girsanov.- Grossissement de filtration et processus d'Ornstein-Uhlenbeck generalise.- Entropie d'une partition, et grossissement initial d'une filtration.- Grossissement gaussien de la filtration Brownienne.- Inegalités de martingales continues arretées à un temps quelconque.- Inegalites de martingales continues arretees a un temps quelconque: Le role de certains espaces BMO.- Théorème de Girsanov généralisé et grossissement d'une filtration.- Application de la theorie du grossissement a l'etude des temps locaux Browniens.