An essay on the general theory of stochastic processes
Probability
2007-05-23 v2
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.
Cite
@article{arxiv.math/0506581,
title = {An essay on the general theory of stochastic processes},
author = {Ashkan Nikeghbali},
journal= {arXiv preprint arXiv:math/0506581},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/154957806000000104 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)