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.