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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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1999.
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| Édition: | Corrected Third print. of the Third edition. |
| Collection: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics ;
293. |
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| Accès en ligne: | Texto completo |