Continuous Martingales and Brownian Motion (Paperback, Softcover reprint of hardcover 3rd ed. 1999)

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 in the main text and also (by implication) in the exercises. ... 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, and throwing out challenging remarks about areas awaiting further research..."
Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Grundlehren der mathematischen Wissenschaften, 293
Release date:	December 2010
First published:	1999
Authors:	Daniel Revuz • Marc Yor
Dimensions:	235 x 155 x 29mm (L x W x T)
Format:	Paperback
Pages:	602
Edition:	Softcover reprint of hardcover 3rd ed. 1999
ISBN-13:	978-3-642-08400-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	3-642-08400-1
Barcode:	9783642084003

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!