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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1999.
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Edición: | Corrected Third print. of the Third edition. |
Colección: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics ;
293. |
Temas: | |
Acceso en línea: | Texto completo |