Continuous martingales and Brownian motion / Daniel Revuz, Marc Yor

Auteur principal : Revuz, Daniel, 1936-, AuteurCo-auteur : Yor, Marc Jean, 1949-2014, AuteurType 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, Martingales with continuous parameter
60-02, Research exposition (monographs, survey articles) pertaining to probability theory
60J65, Probability theory and stochastic processes - Markov processes, Brownian motionEn-ligne : Google - ed. 1999 | Springerlink - ed. 1999 Item type: Monographie
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Bibliogr. p. [523]-548. Index

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