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Continuous martingales and Brownian motion

  • Marc Yor,
  • Daniel Revuz,
  • D. Revuz

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Genres

  • 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
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About the authors

  • Marc Yor

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    0 ratings · 32 works

  • Daniel Revuz

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    0 ratings · 3 works

  • D. Revuz

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    0 ratings · 3 works

Editions

  • Edition cover

    3rd ed. 1999. Corr. 3rd printing edition

    Springer

    December 22, 2004

  • Edition cover

    Corr. 2nd print. of 3rd ed.

    Springer

    2001

  • Edition cover

    3rd ed.

    Springer

    1999

  • Edition cover

    Springer-Verlag

1991

  • Edition cover

    2nd ed.

    Springer-Verlag

    1994

  • Edition cover

    Springer London, Limited

    2013