TY  - BOOK
AU  - Revuz,Daniel
AU  - Yor,Marc
TI  - Continuous Martingales and Brownian Motion
T2  - Grundlehren der Mathematischen Wissenschaften Series
SN  - 9783662064009
AV  - QA273.A1-274.9 
U1  - 519.2/87 
PY  - 1998///
CY  - Berlin, Heidelberg
PB  - Springer Berlin / Heidelberg
KW  - Martingales (Mathematics)
KW  - Electronic books
N1  - 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
UR  - https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3100326
ER  -