How Long to Read Random Times and Enlargements of Filtrations in a Brownian Setting

By Roger Mansuy

How Long Does it Take to Read Random Times and Enlargements of Filtrations in a Brownian Setting?

It takes the average reader 2 hours and 51 minutes to read Random Times and Enlargements of Filtrations in a Brownian Setting by Roger Mansuy

Assuming a reading speed of 250 words per minute. Learn more

Description

In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion.

How long is Random Times and Enlargements of Filtrations in a Brownian Setting?

Random Times and Enlargements of Filtrations in a Brownian Setting by Roger Mansuy is 167 pages long, and a total of 42,919 words.

This makes it 56% the length of the average book. It also has 52% more words than the average book.

How Long Does it Take to Read Random Times and Enlargements of Filtrations in a Brownian Setting Aloud?

The average oral reading speed is 183 words per minute. This means it takes 3 hours and 54 minutes to read Random Times and Enlargements of Filtrations in a Brownian Setting aloud.

What Reading Level is Random Times and Enlargements of Filtrations in a Brownian Setting?

Random Times and Enlargements of Filtrations in a Brownian Setting is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Random Times and Enlargements of Filtrations in a Brownian Setting?

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