Revuz, Daniel. <br/><br/>
Continuous Martingales and Brownian Motion. 

 - 3rd ed. 
 - 1 online resource (608 pages) 
 - Grundlehren der Mathematischen Wissenschaften Series ;  v.293 .
 - Grundlehren der Mathematischen Wissenschaften Series .
<br/><br/>Grundlehren der mathematischen Wissenschaften 293 -- Continuous Martingales and Brownian Motion Corrected Third Printing of the Third Edition -- Copyright -- Preface -- Table of Contents -- Chapter 0. Preliminaries -- Chapter I. Introduction -- Chapter II. Martingales -- Chapter III. Markov Processes -- Chapter IV. Stochastic Integration -- Chapter V. Representation of Martingales -- Chapter VI. Local Times -- Chapter VII. Generators and Time Reversal -- Chapter VIII. Girsanov's Theorem and First Applications -- Chapter IX. Stochastic Differential Equations -- Chapter X. Additive Functionals of Brownian Motion -- Chapter XI. Bessel Processes and Ray-Knight Theorems -- Chapter XII. Excursions -- Chapter XIII. Limit Theorems in Distribution -- Appendix -- Bibliography -- Index of Notation -- Index of Terms -- Catalogue. 
<br/><br/><label>ISBN: </label>9783662064009 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Martingales (Mathematics).
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>QA273.A1-274.9 
<br/><br/><label>Dewey Class. No.: </label>519.2/87