Translator Disclaimer
2006 An essay on the general theory of stochastic processes
Ashkan Nikeghbali
Probab. Surveys 3(none): 345-412 (2006). DOI: 10.1214/154957806000000104

Abstract

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.

Citation

Download Citation

Ashkan Nikeghbali. "An essay on the general theory of stochastic processes." Probab. Surveys 3 345 - 412, 2006. https://doi.org/10.1214/154957806000000104

Information

Published: 2006
First available in Project Euclid: 2 January 2007

zbMATH: 1189.60076
MathSciNet: MR2280298
Digital Object Identifier: 10.1214/154957806000000104

Subjects:
Primary: 05C38, 15A15
Secondary: 05A15, 15A18‎

Rights: Copyright © 2006 The Institute of Mathematical Statistics and the Bernoulli Society

JOURNAL ARTICLE
68 PAGES


SHARE
Vol.3 • 2006
Back to Top