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Continuous martingales and Brownian motion /

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This work provides a detailed study of Brownian Motion, via the Itô stochastic calculus of continuous processes, e.g. diffusions, continuous semi-martingales: it should facilitate the reading and understanding of research papers in this area, and be of interest both to graduate students and to more...

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Bibliographic Details
Main Author: Revuz, D.
Corporate Author: SpringerLink (Online service)
Other Authors: Yor, Marc
Format: eBook
Language:English
Published: Berlin ; New York : Springer-Verlag, [1991]
Series:Grundlehren der mathematischen Wissenschaften ; 293.
Subjects:
Martingales (Mathematics)
Brownian motion processes.
théorème aux limites.
distribution.
théorème Girsanov.
équation différentielle stochastique.
intégrale stochastique.
processus Markov.
martingale.
mouvement brownien.
Martingales (Mathématiques)
Mouvement brownien, Processus de.
Stochastische processen.
Mouvement brownien.
Brownsche Bewegung.
Martingal.
Stochastische Analysis.
Martingaltheorie.
Electronic books.
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Call Number: QA274.5 .R48 1990
 
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QA274.5 .R48 1990 Available