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Item Details
Title:
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CONTINUOUS MARTINGALES AND BROWNIAN MOTION
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By: |
Daniel Revuz, Marc Yor |
Format: |
Paperback |
List price:
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£79.00 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
3642084001 |
ISBN 13: |
9783642084003 |
Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
Pub. date: |
1 December, 2010 |
Edition: |
Softcover reprint of hardcover 3rd ed. 1999 |
Series: |
Grundlehren der mathematischen Wissenschaften 293 |
Pages: |
602 |
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 |
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