Séminaire de Probabilités XXXII

Beschreibung

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.

Autor*in

Jacques Azema

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Bessel process Brownian motion Martingale diffusion process filtration local time stochastic process

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