An essay on the general theory of stochastic processes

Details An essay on the general theory of stochastic processes An essay on the general theory of stochastic processes

2005-06-28

arxiv.org/abs/math/0506581v2

Probability Surveys 2006, Vol. 3, 345-412

Mathematics

Probability

Published at http://dx.doi.org/10.1214/154957806000000104 in the Probability Surveys (http://www.i-journals.org/ps/) by the In

Scientific paper

10.1214/154957806000000104

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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