Continuous Martingales and Brownian Motion (Grundlehren der… | 3642084001 9783642084003 PDF

Continuous Martingales and Brownian Motion (Grundlehren der... PDF Download

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Author: Daniel Revuz
ISBN-10: 3642084001 ISBN-13: 9783642084003

“This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion….This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises.” –BULLETIN OF THE L.M.S.

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