An edition of Continuous martingales and Brownian motion (1991)
Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften)
By D. Revuz,Daniel Revuz,Marc Yor
Publish Date
December 22, 2004
Publisher
Springer
Language
eng
Pages
581
Description:
subjects: Brownian motion processes, Martingales (Mathematics), Applied mathematics, Probability & statistics, Probability & Statistics - General, Probabilities, Mathematics, Science/Mathematics, Brownian Motion, Martingales, Mathematics / Statistics, Stochastic Integration, Stochastic Processes, Brownian movements, Qa274.5 .r48 1999, 519.2/87, General, Mathematics & statistics -> mathematics -> probability, Scm27004, 2923, Suco11649, Théorème aux limites, Distribution, Théorème Girsanov, Équation différentielle stochastique, Intégrale stochastique, Processus Markov, Martingale, Mouvement brownien, Martingales (Mathématiques), Processus de Mouvement brownien, Stochastische processen, Brownsche Bewegung, Martingal, Stochastische Analysis, Martingaltheorie