书目名称 | Séminaire de Probabilités XXXII |
编辑 | Jacques Azéma,Marc Yor,Michel Ledoux |
视频video | |
丛书名称 | Lecture Notes in Mathematics |
图书封面 |  |
描述 | All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad. |
出版日期 | Conference proceedings 1998 |
关键词 | Bessel process; Brownian motion; Martingale; diffusion process; filtration; local time; stochastic process |
版次 | 1 |
doi | https://doi.org/10.1007/BFb0101744 |
isbn_softcover | 978-3-540-64376-0 |
isbn_ebook | 978-3-540-69762-6Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 1998 |