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A short introduction to enlargement of filtrations

Date
Jun 14, 2018
Time
2:40 PM - 3:40 PM
Speaker
Monique Jeanblanc
Affiliation
Université d'Evry Val d'Essonne
Series
TUD Mathematik AG Analysis & Stochastik
Language
en
Main Topic
Mathematik
Other Topics
Mathematik
Host
Dr. P. Di Tella
Description
We shall present the elementary case of discrete time, for which proofs are based on Doob's decomposition and give the idea of continuous case.
Links

Last modified: Jun 7, 2018, 3:40:16 PM

Location

TUD Willers-Bau (WIL A 124)Zellescher Weg12-1401069Dresden
Homepage
https://navigator.tu-dresden.de/etplan/wil/00

Organizer

TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
Phone
49-351-463 33376
Homepage
http://tu-dresden.de/mathematik
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