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Sell booksGrundlehren der Mathematischen Wissenschaften - 293: Continuous Martingales and Brownian Motion
Third Edition
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"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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Grundlehren der Mathematischen Wissenschaften - 293: Continuous Martingales and Brownian Motion, Marc Yor, Daniel Revuz
- Language
- Released
- 1999
- Binding
- (Hardcover)
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- Title
- Grundlehren der Mathematischen Wissenschaften - 293: Continuous Martingales and Brownian Motion
- Subtitle
- Third Edition
- Authors
- Marc Yor, Daniel Revuz
- Publisher
- Springer
- Released
- 1999
- Format
- Hardcover
- Pages
- 602
- ISBN10
- 3540643257
- ISBN13
- 9783540643258
- Series
- Categories
- Tags
- Western Europe
- 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.