Continuous martingales and Brownian motion / Daniel Revuz, Marc Yor
Type de document : MonographieCollection : Grundlehren der mathematischen wissenschaften, 293Langue : anglais.Pays : Allemagne.Mention d'édition: 2nd editionÉditeur : Berlin : Springer, 1994Description : 1 vol. (XI-560 p.) : fig. ; 24 cmISBN : 3540576223.ISSN : 0072-7830.Bibliographie : Bibliogr. p. [523]-548. Index.Sujet MSC : 60G44, Probability theory and stochastic processes -- Stochastic processes, Martingales with continuous parameter60-02, Probability theory and stochastic processes, Research exposition (monographs, survey articles)
60J65, Probability theory and stochastic processes -- Markov processes, Brownian motionEn-ligne : Google - ed. 1999 | Springerlink - ed. 1999
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 60 REV (Browse shelf) | Available | 11372-02 | |
| CMI Salle R | 60 REV (Browse shelf) | Available | 11372-01 |
Bibliogr. p. [523]-548. Index
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