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Item Details
Title: CONTINUOUS MARTINGALES AND BROWNIAN MOTION
By: Daniel Revuz, Marc Yor
Format: Paperback

List price: £79.00


We currently do not stock this item, please contact the publisher directly for further information.

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
Some other items by this author:
ASPECTS OF BROWNIAN MOTION (PB)
ASPECTS OF MATHEMATICAL FINANCE (HB)
ASPECTS OF MATHEMATICAL FINANCE (PB)
CONTINUOUS MARTINGALES AND BROWNIAN MOTION (HB)
ECOLE D'ETE DE PROBABILITES DE SAINT-FLOUR IX, 1979 (PB)
EXERCISES IN PROBABILITY
EXERCISES IN PROBABILITY
EXERCISES IN PROBABILITY (HB)
EXERCISES IN PROBABILITY (PB)
EXERCISES IN PROBABILITY (PB)
EXPONENTIAL FUNCTIONALS OF BROWNIAN MOTION AND RELATED PROCESSES (PB)
GROSSISSEMENTS DE FILTRATIONS: EXEMPLES ET APPLICATIONS (PB)
IN MEMORIAM PAUL-ANDRE MEYER (PB)
LOCAL TIMES AND EXCURSION THEORY FOR BROWNIAN MOTION (PB)
MATHEMATICAL METHODS FOR FINANCIAL MARKETS (HB)
MATHEMATICAL METHODS FOR FINANCIAL MARKETS (PB)
OPTION PRICES AS PROBABILITIES (PB)
PENALISING BROWNIAN PATHS (PB)
RANDOM TIMES AND ENLARGEMENTS OF FILTRATIONS IN A BROWNIAN SETTING (PB)
SAEMINAIRE DE PROBABILITAES 1967-1980 (PB)
SEMINAIRE DE PROBABILITES (PB)
SEMINAIRE DE PROBABILITES (PB)
SEMINAIRE DE PROBABILITES (PB)
SEMINAIRE DE PROBABILITES XIV (PB)
SEMINAIRE DE PROBABILITES XIX 1983/84 (PB)
SEMINAIRE DE PROBABILITES XV. 1979/80 (PB)
SEMINAIRE DE PROBABILITES XVI 1980/81 (PB)
SEMINAIRE DE PROBABILITES XVI 1980/81 (PB)
SEMINAIRE DE PROBABILITES XVII 1981/82 (PB)
SEMINAIRE DE PROBABILITES XVIII 1982/83 (PB)
SEMINAIRE DE PROBABILITES XXIV 1988/89 (PB)
SEMINAIRE DE PROBABILITES XXVII (PB)
SEMINAIRE DE PROBABILITES XXVIII (PB)
SEMINAIRE DE PROBABILITES XXXVIII (PB)
SEMINAIRE DE PROBABILITIES XXIII (PB)
SOME ASPECTS OF BROWNIAN MOTION (PB)
SOME ASPECTS OF BROWNIAN MOTION (PB)
STOCHASTIC FILTERING AT SAINT-FLOUR
STOCHASTIC PROCESSES AND RELATED TOPICS
STOCHASTIC PROCESSES AND RELATED TOPICS (HB)
XUVRES COMPLETES - COLLECTED WORKS (HB)

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