Continuous Martingales and Brownian motion / Daniel Revuz, Marc Yor.

Show other versions (4)
Bibliographic Details
Uniform Title:Grundlehren der mathematischen Wissenschaften ; 293.
Main Author: Revuz, D.
Other Authors: Yor, Marc
Language:English
Published: Berlin ; New York : Springer-Verlag, [1991], ©1991.
Series:Grundlehren der mathematischen Wissenschaften ; 293.
Subjects:
Martingales (Mathématiques)
Mouvement brownien.
Martingales (Mathematics)
Brownian motion processes.
Physical Description:ix, 533 pages ; 25 cm.
Format: Book
Description
Call Number:QA276.5 .R48 1991
Bibliography Note:Includes bibliographical references (pages [505]-526) and indexes.
ISBN:3540521674 (Berlin)
0387521674 (New York)