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Books
Aspects of Brownian Motion
Emphasises on special classes of Brownian functionals like: Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brown... »
Emphasises on special classes of Brownian functionals like: Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brown... »
Aspects Of Mathematical Finance
Considering the stupendous gain in importance in the banking and insuranceindustries since the early 1990s of mathematical methodology especiallyprobabilisti... »
Considering the stupendous gain in importance in the banking and insuranceindustries since the early 1990s of mathematical methodology especiallyprobabilisti... »
Some Aspects Of Brownian Motion
Most of the contents of this book are the objects of active research, centered on real-valued martingales and Brownian motion. This volume may be of interest... »
Most of the contents of this book are the objects of active research, centered on real-valued martingales and Brownian motion. This volume may be of interest... »
Continuous Martingales and Brownian Motion
The third edition of this text on continuous Martingales and Brownian motion has new exercises, streamlined proofs, errors removed and the bibliography has b... »
The third edition of this text on continuous Martingales and Brownian motion has new exercises, streamlined proofs, errors removed and the bibliography has b... »
Random Times And Enlargements Of Filtrations In A Brownian Setting
Random Times and Enlargements of Filtrations in a Brownian Setting »
Random Times and Enlargements of Filtrations in a Brownian Setting »
