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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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1999.
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| Edition: | Corrected Third print. of the Third edition. |
| Series: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics ;
293. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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