Continuous Martingales And Brownian Motion
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Continuous Martingales and Brownian Motion
Author | : Daniel Revuz |
Publisher | : Springer Science & Business Media |
Total Pages | : 608 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 3662064006 |
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"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.