Continuous Martingales and Brownian Motion
- ISBN-10
- 3662064006
- ISBN-13
- 9783662064009
- Series
- Continuous Martingales and Brownian Motion
- Category
- Mathematics
- Pages
- 602
- Language
- English
- Published
- 2013-03-09
- Publisher
- Springer Science & Business Media
- Authors
- Marc Yor, Daniel Revuz
Description
"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....This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." –BULLETIN OF THE L.M.S.
Get the book
Other editions
-
- 2013-06-29
- 536 pages
- Ebook
- Springer Science & Business Media
-
- 2004-09-07
- 626 pages
- Paperback
- Springer Science & Business Media
-
- 1991-01-09
- 536 pages
- Paperback
- Springer Berlin Heidelberg
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