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Nikeghbali, A (2006). An essay on the general theory of stochastic processes. Probability Surveys, 3:345-412.
This 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.
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability |
| Uncontrolled Keywords: | General theory of stochastic processes, Enlargements of filtrations, Random times, Submartingales, Stopping times, Honest times, Pseudo-stopping times |
| Language: | English |
| Date: | 2006 |
| Deposited On: | 20 Jan 2010 10:22 |
| Last Modified: | 07 Apr 2025 03:36 |
| Publisher: | Institute of Mathematical Statistics |
| ISSN: | 1549-5787 |
| OA Status: | Gold |
| Publisher DOI: | https://doi.org/10.1214/154957806000000104 |
| Related URLs: | http://arxiv.org/abs/math/0506581 http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?handle=euclid.ps/1167752810&view=body&content-type=pdfview_1 |
Nikeghbali, A