Continuous martingales and Brownian motion
By: Daniel Revuz, Marc Yor.
Contributors: Yor, Marc.
Series: Grundlehren der mathematischen Wissenschaften ;; 293
Publisher: Springer-Verlag
Published: 1991
Place of publication: Berlin; New York
Language: eng
Number of pages: 533
Subjects: Martingales (Mathematics); Brownian motion processes.
Notes: Includes bibliographical references (p. [505]-526) and indexes.