Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften)
Edition: 3rd ed. 1999. Corr. 3rd printing edition
Publisher: Springer
Published: December 22, 2004
Language: eng
Format: Hardcover
Number of pages: 602
ISBN-13: 9783540643258
Subjects: Applied mathematics; Probability & statistics; Probability & Statistics - General; Probabilities; Mathematics; Science/Mathematics; Brownian Motion; Martingales; Mathematics / Statistics; Stochastic Integration; Stochastic Processes; Brownian motion processes; Martingales (Mathematics)
First sentence: In this chapter, we review a few basic facts, mainly from integration and classical probability theories, which will be used throughout the book without further ado.