Title:
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CONTINUOUS MARTINGALES AND BROWNIAN MOTION
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By: |
Daniel Revuz, Marc Yor |
Format: |
Hardback |

List price:
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£119.99 |
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£104.99 |
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£15.00 |
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ISBN 10: |
3540643257 |
ISBN 13: |
9783540643258 |
Availability: |
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Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
Pub. date: |
18 December, 1998 |
Edition: |
3rd ed. 1999. Corr. 3rd printing 2004 |
Series: |
Grundlehren der mathematischen Wissenschaften 293 |
Pages: |
602 |
Description: |
Describes a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. This book explains the theory, presenting further developments as exercises. It is suitable for graduate students starting out on research in probability. |
Synopsis: |
"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. |
Illustrations: |
XIII, 602 p. |
Publication: |
Germany |
Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
Returns: |
Returnable |