Continuous Martingales and Brownian Motion
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Book Overview
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 in the main text and also (by implication) in the exercises. ... This is THE book for a capable graduate student starting out on research in probability: the...
Format:Paperback
Language:English
ISBN:3642084001
ISBN13:9783642084003
Release Date:December 2010
Publisher:Springer
Length:602 Pages
Weight:1.89 lbs.
Dimensions:1.3" x 6.1" x 9.2"
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