Continuous Martingales and Brownian Motion /

From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both...

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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, Heidelberg : Springer Berlin Heidelberg, 1999.
Edition:	Corrected Third print. of the Third edition.
Series:	Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics ; 293.
Subjects:	Mathematics. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book