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Author Revuz, D.

Title Continuous martingales and Brownian motion / Daniel Revuz, Marc Yor.

Imprint Berlin ; New York : Springer, 2001.

Copies

Location Call No. OPAC Message Status
 Axe 2nd Floor Stacks  519.287 R328c 2001    ---  Available
Edition Corr. 2nd print. of 3rd ed.
Description xiii, 602 p. : ill. ; 24 cm.
Series Grundlehren der mathematischen Wissenschaften, 0072-7830 ; 293
Bibliography Includes bibliographical references (p. [553]-590) and indexes.
Subject Martingales (Mathematics)
Brownian motion processes.
Added Author Yor, Marc.
ISBN 3540643257 (acid-free paper)

 
    
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