Title: Continuous martingales and Brownian motion
First published: 1991
Subjects: Brownian motion processes, Martingales (Mathematics), Applied mathematics, Probability & statistics, Probability & Statistics - General, Probabilities, Mathematics, Science/Mathematics, Brownian Motion, Martingales, Mathematics / Statistics, Stochastic Integration, Stochastic Processes, Brownian movements, Qa274.5 .r48 1999, 519.2/87, General, Mathematics & statistics -> mathematics -> probability, Scm27004, 2923, Suco11649, Théorème aux limites, Distribution, Théorème Girsanov, Équation différentielle stochastique, Intégrale stochastique, Processus Markov, Martingale, Mouvement brownien, Martingales (Mathématiques), Processus de Mouvement brownien, Stochastische processen, Brownsche Bewegung, Martingal, Stochastische Analysis, Martingaltheorie