Continuous martingales and Brownian motion
By: Daniel Revuz, Marc Yor.
Contributors: Yor, Marc.
Edition: Corr. 2nd print. of 3rd ed.
Series: Grundlehren der mathematischen Wissenschaften,; 293
Publisher: Springer
Published: 2001
Place of publication: Berlin; New York
Language: eng
Number of pages: 602
Subjects: Martingales (Mathematics); Brownian motion processes
Notes: Includes bibliographical references (p. [553]-590) and indexes.