Continuous martingales and Brownian motion /

Revuz, D.,

Continuous martingales and Brownian motion / Daniel Revuz, Marc Yor. - 1 online resource (607 pages) : illustrations. - Grundlehren der mathematischen Wissenschaften, 293 0072-7830 ; . - Grundlehren der mathematischen Wissenschaften ; 293. .

Includes bibliographical references and indexes.

9783662064009 (e-book)


Martingales (Mathematics)
Brownian motion processes.


Electronic books.

QA274.5 / .R488 1999

519.2/87