Continuous martingales and Brownian motion
By: Daniel Revuz, Marc Yor.
Contributors: Yor, Marc.
Edition: 2nd ed.
Series: Grundlehren der mathematischen Wissenschaften ;; 293
Publisher: Springer-Verlag
Published: 1994
Place of publication: Berlin; New York
Language: eng
Number of pages: 560
Subjects: Martingales (Mathematics); Brownian motion processes.
Notes: Includes bibliographical references and indexes.