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  • Book
  • © 1980

Semi-martingales et grossissement d'une filtration

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Part of the book series: Lecture Notes in Mathematics (LNM, volume 833)

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Table of contents (6 chapters)

  1. Front Matter

    Pages I-IX
  2. Preliminaires

    • Thierry Jeulin
    Pages 1-11
  3. Grossissement initial

    • Thierry Jeulin
    Pages 26-60
  4. Grossissement progressif

    • Thierry Jeulin
    Pages 61-72
  5. Applications

    • Thierry Jeulin
    Pages 89-131
  6. Back Matter

    Pages 132-142

Keywords

  • Filterung
  • Martingal
  • Martingale
  • Martingales
  • filtration
  • variable

Bibliographic Information

  • Book Title: Semi-martingales et grossissement d'une filtration

  • Authors: Thierry Jeulin

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0093539

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1980

  • Softcover ISBN: 978-3-540-10265-6Published: 01 October 1980

  • eBook ISBN: 978-3-540-38390-1Published: 14 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: 142

  • Topics: Probability Theory

Buying options

eBook USD 19.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 29.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions