Continuous Martingales and Brownian Motion

Name: Continuous Martingales and Brownian Motion
SKU: 9979687
Price: 390.99 AUD
Availability: InStock

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Format:

Paperback / softback

Series:

Grundlehren Der Mathematischen Wissenschaften

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Description

From the reviews: "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. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... 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, and throwing out challenging remarks about areas awaiting further research..." Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.

Release date Australia

December 1st, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 3rd ed. 1999

Illustrations

XIII, 602 p.

Pages

602

Series

Grundlehren Der Mathematischen Wissenschaften

Dimensions

156x234x31

ISBN-13

9783642084003

Product ID

9979687

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