Revuz, D.

Continuous Martingales and Brownian motion/ Daniel Revuz, Marc Yor. - 2nd ed. - Berlin ; New York: Springer-Verlag, c1994. - xi, 560 p.: ill.; 24 cm. - Grundlehren der mathematischen Wissenschaften, 293. .

Includes bibliographical references (p. [523]-548) and indexes.

3540576223 (Berlin : acid-free) 0387576223 (New York : acid-free)

94015097

GB95-6249


Martingales (Mathematics)
Brownian motion processes.
Martingales (Mathématiques).
Mouvement brownien, processus de.

519.236 / R454c