Some Aspects of Brownian Motion : Part II: Some Recent Martingale Problems /

These notes represent approximately the second half of lectures given by the author at ETH in a Nachdiplom course (winter term 1991-92), followed by six lectures in November and December 1993. They are organized in nine chapters, six of which are devoted to - expansion of filtration formulae, - Burk...

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Bibliographic Details

Main Author:	Yor, Marc
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Basel : Birkhäuser Basel : Imprint : Birkhäuser, 1997.
Series:	Lectures in Mathematics ETH Zürich, Department of Mathematics Research Institute of Mathematics.
Subjects:	Mathematics. Electronic books.
Online Access:	Connect to the full text of this electronic book