An essay on the general theory of stochastic processes

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dc.creatorNikeghbali, Ashkan
dc.date2005-06-28
dc.date2007-01-03
dc.date.accessioned2026-07-07T07:37:55Z
dc.date.available2026-07-07T07:37:55Z
dc.descriptionThis text is a survey of the general theory of stochastic processes, with a view towards random times and enlargements of filtrations. The first five chapters present standard materials, which were developed by the French probability school and which are usually written in French. The material presented in the last three chapters is less standard and takes into account some recent developments.
dc.descriptionPublished at http://dx.doi.org/10.1214/154957806000000104 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0506581
dc.identifierhttp://arxiv.org/abs/math/0506581
dc.identifierProbability Surveys 2006, Vol. 3, 345-412
dc.identifierdoi:10.1214/154957806000000104
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/120940
dc.subjectProbability
dc.subject05C38, 15A15 (Primary) 05A15, 15A18 (Secondary)
dc.titleAn essay on the general theory of stochastic processes
dc.typetext

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