Continuous martingales and brownian motion

Continuous martingales and brownian motion

by Revuz, Daniel

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Title Statements

  • Full title :Continuous martingales and brownian motion / Daniel Revuz, Marc Yor.

Edition Statements

  • Publication Date:©1999.
  • Edition:3rd ed

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:Berlin
  • Language:eng
  • Publication Date:©1999.

Notes

Bibliogr. p. 505-526. Index.

The Physical Object

  • Description:XIII-602 p. ; : 25 cm

Edition Identifiers

  • ISBN:3540643257, 9783540643258
  • oclc:ocn468555727
  • LC Classification:QA274.5
  • Dewey Decimal:519.287

Subjects

Brownian motion processes Lemme Gronwall Martingales (Mathematics) Martingales (Mathématiques) martingales (probabilités) martingales (probabilités) -- mouvement… Mouvement brownien Processus Bessel Processus de mouvement brownien Processus excursion Théorème Girsanov Théorème Ray-Knight

Writers

Revuz, Daniel Yor, Marc

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