Continuous Martingales and Brownian motion

By:

Revuz Daniel

Contributor(s):

Yor Marc [Auth.]

Material type: Text

TextLanguage: English Series: Grundlehren der mathematischen wissenschaften; v 293Publication details: Berlin Springer-Verlag 2005Edition: 3rdDescription: xi,606pISBN:

3-540-64325-7

Subject(s):

DDC classification:

519.287 R454

Summary: The book describes in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main te

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Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	ISI Library, Kolkata	519.287 R454 (Browse shelf(Opens below))	Available		125970

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Previous	519.287 N519 Discrete-parameter martingales	519.287 P924 Present status of renewal theory	519.287 R431 Continuous martingales and Brownian motion	519.287 R454 Continuous Martingales and Brownian motion	519.287 Sa125 Some contributions to reliability analysis of a consecutive-K-out-of-n:F system	519.287 Sa187 System signatures and their applications in engineering reliability	519.287 Sa257 Reliability; life testing and the predication of service lives	Next

The book describes in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main te

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