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Théorème de Girsanov généralisé et grossissement d'une filtration

  • Chapitre III: Grossissement Progressif D'une Filtration
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Book cover Grossissements de filtrations: exemples et applications

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1118))

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Bibliographie

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  1. Laboratoire de Calcul des Probabilités, Université P. et M. Curie, Tour 56, 4 Place Jussieu, F-75230, Paris cedex 05

    Chantha Yoeurp

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  1. Chantha Yoeurp
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Th. Jeulin M. Yor

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© 1985 Springer-Verlag

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Yoeurp, C. (1985). Théorème de Girsanov généralisé et grossissement d'une filtration. In: Jeulin, T., Yor, M. (eds) Grossissements de filtrations: exemples et applications. Lecture Notes in Mathematics, vol 1118. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075774

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  • DOI: https://doi.org/10.1007/BFb0075774

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15210-1

  • Online ISBN: 978-3-540-39339-9

  • eBook Packages: Springer Book Archive

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