Continuous Martingales and Brownian Motion Hardback
by Daniel Revuz, Marc Yor
Part of the Grundlehren der mathematischen Wissenschaften series
Hardback
Description
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 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.
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Out of Stock - We are unable to provide an estimated availability date for this product
- Format:Hardback
- Pages:602 pages, XIII, 602 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:18/12/1998
- Category:
- ISBN:9783540643258
Other Formats
- PDF from £61.20
Information
-
Out of Stock - We are unable to provide an estimated availability date for this product
- Format:Hardback
- Pages:602 pages, XIII, 602 p.
- Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication Date:18/12/1998
- Category:
- ISBN:9783540643258