LIBROS DEL AUTOR: anna aksamit

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anna aksamit Eliminar filtro Quitar filtros
  • Enlargement of Filtration with Finance in View
    Anna Aksamit / Monique Jeanblanc
    This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable. The aim of this book is to collect th...
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