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Grundlehren der Mathematischen Wissenschaften - 293: Continuous Martingales and Brownian Motion

Third Edition

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  • 602 Seiten
  • 22 Lesestunden

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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, Daniel Revuz, Marc Yor

Sprache
Erscheinungsdatum
1999
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Titel
Grundlehren der Mathematischen Wissenschaften - 293: Continuous Martingales and Brownian Motion
Untertitel
Third Edition
Verlag
Springer
Erscheinungsdatum
1999
Einband
Hardcover
Seitenzahl
602
ISBN10
3540643257
ISBN13
9783540643258
Reihe
Schlagwörter
Mathematik, Westeuropa
Beschreibung
"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.