Konferenzschrift | Kongress | Online-Publikation
Random times and enlargements of filtrations in a Brownian setting
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783540324164
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Lizenzpflichtig
- Erschienen in
-
Lecture notes in mathematics ; 1873
- Schlagwort
-
Brownsche Bewegung
Stoppzeit
Martingal
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin, Heidelberg
- (wer)
-
Springer
- (wann)
-
2006
- Beteiligte Personen und Organisationen
- DOI
-
10.1007/11415558
- URN
-
urn:nbn:de:1111-200610093222
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 14:09 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Konferenzschrift
- Kongress
- Online-Publikation
Beteiligte
- Mansuy, Roger
- Springer
Entstanden
- 2006
Ähnliche Objekte (12)
Random times and enlargements of filtrations in a Brownian setting
The art of random walks
Pricing of bond options : unspanned stochastic volatility and random field models
Stochastic heat equation and catalytic super Brownian motion
Gibbs measures relative to Brownian motion and Nelson's model
Brownian dynamics simulation of migration of DNA in structured microchannels
Portfolio optimization with discrete trading strategies in a continuous time setting
Protein-protein docking and Brownian dynamics simulation of electron transfer proteins
Brownian motion, obstacles and random media
Random matrix theory: Dyson Brownian motion
Asymmetric random average processes
The growth rate of random polynomials defined by a random difference equation
Random times and enlargements of filtrations in a Brownian setting
The art of random walks
Pricing of bond options : unspanned stochastic volatility and random field models
Stochastic heat equation and catalytic super Brownian motion
Gibbs measures relative to Brownian motion and Nelson's model
Brownian dynamics simulation of migration of DNA in structured microchannels
Portfolio optimization with discrete trading strategies in a continuous time setting
Protein-protein docking and Brownian dynamics simulation of electron transfer proteins
Brownian motion, obstacles and random media
Random matrix theory: Dyson Brownian motion
Asymmetric random average processes
The growth rate of random polynomials defined by a random difference equation
Random times and enlargements of filtrations in a Brownian setting
The art of random walks
Pricing of bond options : unspanned stochastic volatility and random field models
Stochastic heat equation and catalytic super Brownian motion
Gibbs measures relative to Brownian motion and Nelson's model
Brownian dynamics simulation of migration of DNA in structured microchannels
Portfolio optimization with discrete trading strategies in a continuous time setting
Protein-protein docking and Brownian dynamics simulation of electron transfer proteins
Brownian motion, obstacles and random media
Random matrix theory: Dyson Brownian motion
Asymmetric random average processes