Continuous Martingales and Brownian Motion
Author | : Daniel Revuz |
Publisher | : Springer Science & Business Media |
Total Pages | : 608 |
Release | : 2013-03-09 |
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.