Revuz, D.

Continuous Martingales and Brownian motion/ Daniel Revuz, Marc Yor. - Berlin ; New York: Springer-Verlag, c1991. - ix, 533 p.: ill.; 25 cm. - Grundlehren der mathematischen Wissenschaften. 293. .

Includes bibliographical references (p. [505]-526) and indexes.

3540521674 (Berlin : acid-free paper) 0387521674 (New York : acid-free paper)

90009812 //r94


Martingales (Mathematics)
Brownian motion processes.
Martingales (Mathématiques).
Mouvement brownien.

519.236 / R454c