Continuous Martingales and Brownian Motion / by Daniel Revuz, Marc Yor.

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...

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Bibliographic Details
Main Author:	Revuz, Daniel
Other Authors:	Yor, Marc
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1999.
Edition:	Corrected Third print. of the Third edition.
Series:	Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics ; 293.
Subjects:	Mathematics. Distribution (Probability theory) mathematics. applied mathematics. distribution (statistics-related concept) Mathematics
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