num_pages: 602
description: "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.
language: English
title: Continuous Martingales and Brownian Motion
titlecomplete: Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften, 293)
genres: Mathematics
ratings_count: 7
publisher: Springer