Ashkan Nikeghbali
Published 2005-06-28, updated 2007-01-03Version 2
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.
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)
Journal: Probability Surveys 2006, Vol. 3, 345-412
Some random times and martingales associated with $BES_{0}(δ)$ processes $(0<δ<2)$
A class of remarkable submartingales
Pólya urns with immigration at random times
![QR code for arXiv:math/0506581 [math.PR]](http://oss.arxitics.com/images/favicon.svg)