Continuous Martingales and Brownian Motion

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  • Continuous Martingales and Brownian Motion Book Detail

  • Author : Daniel Revuz
  • Release Date : 2013-03-09
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 608
  • ISBN 13 : 3662064006
  • File Size : 18,18 MB

Continuous Martingales and Brownian Motion by Daniel Revuz PDF Summary

Book Description: "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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