Continuous Martingales and Brownian Motion

by Daniel Revuz and Marc Yor

Book Overview

"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...

• Format: Paperback
• Language: English
• ISBN: 3642084001
• ISBN13: 9783642084003
• Release Date: December 2010
• Publisher: Springer
• Length: 602 Pages
• Weight: 1.89 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"