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Continuous Martingales and Brownian Motion Grundlehren der mathematischen Wissenschaften 293

by [Revuz, Daniel, Yor, Marc]

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"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.

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Product Details

  • Springer Brand
  • Dec 18, 1998 Pub Date:
  • 9783540643258 ISBN-13:
  • 3540643257 ISBN-10:
  • 602.0 pages Hardcover
  • English Language
  • 9.3 in * 1.7 in * 6.4 in Dimensions:
  • 5 lb Weight: