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

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Bibliographic Details
Uniform Title:Grundlehren der mathematischen Wissenschaften ; 293, 1999.
Main Author: Revuz, D.
Other Authors: Yor, Marc
Language:English
Published: New York : Springer-Verlag, 1999.
Edition:Third edition.
Series:Grundlehren der mathematischen Wissenschaften ; 293, 1999.
Subjects:
Martingales (Mathematics)
Brownian motion processes.
Physical Description:xiii, 602 pages : illustrations ; 25 cm.
Format: Book
Description
Call Number:QA276.5 .R48 1999
Bibliography Note:Includes bibliographical references and index.
ISBN:3540643257 (hardcover : alk. paper)