Research Catalog

Continuous martingales and Brownian motion

Title
Continuous martingales and Brownian motion / Daniel Revuz, Marc Yor.
Author
Revuz, D.
Publication
Berlin ; New York : Springer-Verlag, c1991.

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Details

Additional Authors
Yor, Marc.
Description
ix, 533 p.; 24 cm.
Series Statement
Grundlehren der mathematischen Wissenschaften ; 293
Subject
  • Martingales (Mathematics)
  • Brownian motion processes
Bibliography (note)
  • Includes bibliographical references (p. [505]-526).
Call Number
JSE 91-270
ISBN
  • 3540521674 (Berlin)
  • 0387521674 (New York)
LCCN
90009812
OCLC
NYPG91-B11258
Author
Revuz, D.
Title
Continuous martingales and Brownian motion / Daniel Revuz, Marc Yor.
Imprint
Berlin ; New York : Springer-Verlag, c1991.
Series
Grundlehren der mathematischen Wissenschaften ; 293
Bibliography
Includes bibliographical references (p. [505]-526).
Added Author
Yor, Marc.
Research Call Number
JSE 91-270
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