Search results for ‘Daniel Revuz,Marc Yor’

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      Cover image for Continuous Martingales and Brownian Motion
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      Continuous Martingales and Brownian Motion

      Daniel Revuz,Marc Yor

      Describes a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. This book explains the theory, presenting further developments as exercises. It is suitable for…

      $374.99

      Available to order, ships in 7-14 daysAvailable to order

      Cover image for Continuous Martingales and Brownian Motion
      Paperback
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      Continuous Martingales and Brownian Motion

      Daniel Revuz,Marc Yor

      This work provides a study of Brownian motion, via It stochastic calculus. The emphasis is on methods, rather than generality, with a new method or idea in each chapter. One…

      $374.99

      Available to order, ships in 7-14 daysAvailable to order