Continuous Martingales and Brownian Motion

by Daniel Revuz and Marc Yor

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: Hardcover
• Language: English
• ISBN: 3540643257
• ISBN13: 9783540643258
• Release Date: December 1998
• Publisher: Springer
• Length: 602 Pages
• Weight: 2.25 lbs.
• Dimensions: 1.7" x 6.4" x 9.3"