Random times and enlargements of filtrations in a Brownian setting.
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Publication:818314
DOI10.1007/11415558zbMath1103.60003OpenAlexW1484693449MaRDI QIDQ818314
Publication date: 27 March 2006
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/11415558
Inference from stochastic processes and prediction (62M20) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Local time and additive functionals (60J55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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