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.