Continuous Martingales and Brownian Motion

Continuous Martingales and Brownian Motion
Author :
Publisher : Springer Science & Business Media
Total Pages : 608
Release :
ISBN-10 : 9783662064009
ISBN-13 : 3662064006
Rating : 4/5 (006 Downloads)

Book Synopsis Continuous Martingales and Brownian Motion by : Daniel Revuz

Download or read book Continuous Martingales and Brownian Motion written by Daniel Revuz and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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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