Continuous martingales and Brownian motion

Author(s)

• Revuz, D
• Yor, Marc

Bibliographic Information

Continuous martingales and Brownian motion

Daniel Revuz, Marc Yor

（Die Grundlehren der mathematischen Wissenschaften, 293）

Springer-Verlag, 2005

Corr. 3rd print. of 3rd ed

• : pbk

Note

Bibliography: p. [553]-594

Includes indexes

Details

• NCID: BA72293972
• ISBN:
  • 3540643257
  • 9783642084003
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; New York ; Tokyo
• Pages/Volumes: xi, 606 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.5
  • DC20 : 519.2/87
• Subject Headings:
  • LCSH : Martingales (Mathematics)
  • LCSH : Brownian motion processes
• Parent Bibliography ID:
  • BA00007422