Continuous Martingales and Brownian Motion 3rd Edition
-83%
Availability: In Stock

Continuous Martingales and Brownian Motion 3rd Edition

SKU: 9783662064009

Original price was: $149.00.Current price is: $24.99.

Access Continuous Martingales and Brownian Motion 3rd Edition Now. Discount up to 90%

Categories: ,

Additional information

Full Title

Continuous Martingales and Brownian Motion 3rd Edition
Author(s)

Daniel Revuz, Marc Yor
Edition

3rd Edition
ISBN

9783662064009, 9783642084003, 9783540643258
Publisher

Springer
Format

PDF and EPUB

Description

From the reviews: “This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. … This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research…” Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.

Related products