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Continuous Martingales and Brownian Motion

Language EnglishEnglish
Book Hardback
Book Continuous Martingales and Brownian Motion D. Revuz
Libristo code: 01566636
Publishers Springer, Berlin, August 2001
Describes a variety of techniques used by probabilists in the investigation of problems concerning B... Full description
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143.15 €
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Describes a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. This book explains the theory, presenting further developments as exercises. It is suitable for graduate students starting out on research in probability.

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About the book

Full name Continuous Martingales and Brownian Motion
Author D. Revuz
Language English
Binding Book - Hardback
Date of issue 2001
Number of pages 606
EAN 9783540643258
ISBN 3540643257
Libristo code 01566636
Publishers Springer, Berlin
Weight 1000
Dimensions 166 x 243 x 40

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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