Continuous Martingales and Brownian Motion.by Daniel Revuz; Marc Yor

✍ Scribed by Review by: Jim Pitman

Book ID: 124944827
Publisher: Society for Industrial and Applied Mathematics
Year: 1993
Tongue: English
Weight: 367 KB
Volume: 35
Category: Article
ISSN: 0036-1445
DOI: 10.2307/2132449

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📜 SIMILAR VOLUMES

Continuous martingales and Brownian moti

Continuous martingales and Brownian motion

✍ Daniel Revuz, Marc Yor 📂 Library 📅 1998 🏛 Springer 🌐 English ⚖ 6 MB

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 t