搜索结果: 1-1 共查到“General theory of stochastic processes”相关记录1条 . 查询时间(0.125 秒)
An essay on the general theory of stochastic processes
General theory of stochastic processes Enlargements of filtrations Random times Submartingales Stopping times Honest times Pseudo-stopping times
2009/5/18
This text is a survey on the general theory of stochastic processes, with a view towards random times and enlargements of filtrations. The first five chapters present standard materials, which where d...