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Some Aspects of Brownian Motion : Part II: Some Recent Martingale Problems
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Table of Contents
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Book Overview
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Chapter 1
On principal values of Brownian and Bessel local times
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Chapter 2
Probabilistic representations of the Riemann zeta function and some generalisations related to Bessel processes
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Chapter 3
Some examples and applications of enlargements of filtrations
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Chapter 4
Martingale inequalities at any time
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Chapter 5
On the martingales which vanish on the set of Brownian zeroes
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Chapter 6
On Azéma’s martingales and the chaos representation property
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Chapter 7
The filtration of truncated Brownian motion
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Chapter 8
The Brownian filtration, Tsirel’son’s examples, and Walsh’s Brownian motions
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Chapter 9
Complements relative to Part I (Chapters 1 to 9)
Overall attention for this book and its chapters
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syllabi
1
institution with syllabi
Citations
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125
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Book overview
1. On principal values of Brownian and Bessel local times
2. Probabilistic representations of the Riemann zeta function and some generalisations related to Bessel processes
3. Some examples and applications of enlargements of filtrations
4. Martingale inequalities at any time
5. On the martingales which vanish on the set of Brownian zeroes
6. On Azéma’s martingales and the chaos representation property
7. The filtration of truncated Brownian motion
8. The Brownian filtration, Tsirel’son’s examples, and Walsh’s Brownian motions
9. Complements relative to Part I (Chapters 1 to 9)
Summary
Syllabi
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This data is correct as of December 2015 - for more up to date information, please visit
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syllabus from an institution on Open Syllabus Project.
Institution
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University of St. Andrews
1
History