Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems (Lectures in Mathematics. ETH Zürich) by M. Yor
English | Apr 18, 1997 | ISBN: 3764357177 | 148 Pages | PDF | MB
English | Apr 18, 1997 | ISBN: 3764357177 | 148 Pages | PDF | MB
Thereafter, however, the rewards are increasingly achieved by the application of high technology". Although one might argue whether this golden age is really foregone, and discuss the "height" of the technology involved, this quotation is closely related to the main motivations of Part II: this technology, which includes stochastic calculus for general discontinuous semi-martingales, enlargement of filtrations, . . .