Continuous martingales and Brownian motion
Daniel Revuz, Marc Yor
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 effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research. . . " Bull. L. M. S. 24, 4 (1992) Since the first edition in 1990, an impressive variety of advances has been made in relation to the material found in this book.
Kategorije:
Godina:
1998
Izdanje:
3rd
Izdavač:
Springer
Jezik:
english
Strane:
637
ISBN 10:
3540643257
ISBN 13:
9783540643258
Serije:
Grundlehren der mathematischen Wissenschaften
Fajl:
DJVU, 5.60 MB
IPFS:
,
english, 1998
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