Continuous Martingales and Brownian Motion (Hardcover, 3rd ed. 1999. Corr. 3rd printing 2004)

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 1990, an impressive variety of advances has been made in relation to the material found in this book.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Grundlehren der mathematischen Wissenschaften, 293
Release date:	September 2004
First published:	September 2004
Authors:	Daniel Revuz • Marc Yor
Dimensions:	234 x 156 x 38mm (L x W x T)
Format:	Hardcover
Pages:	606
Edition:	3rd ed. 1999. Corr. 3rd printing 2004
ISBN-13:	978-3-540-64325-8
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	3-540-64325-7
Barcode:	9783540643258

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