简介：随机过程的一般理论
An essay on the general theory of stochastic processes
－Ashhan Nikeghbali
英文


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.




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