Continuous martingales and Brownian motion

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Continuous martingales and Brownian...

Continuous martingales and Brownian motion

Name: Continuous martingales and Brownian motion
ISBN: 9783540643258

Daniel Revuz, Marc Yor

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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 effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research. . . " Bull. L. M. S. 24, 4 (1992) Since the first edition in 1990, an impressive variety of advances has been made in relation to the material found in this book.

Категории:

Mathematics

Год:

1998

Издание:

3rd

Издательство:

Springer

Язык:

english

Страницы:

637