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TY  - BOOK
ID  - 9453699
TI  - Continuous martingales and Brownian motion
AU  - Revuz, Daniel
AU  - Yor, Marc
PY  - 2005
VL  - 293
SN  - 3540643257 0387576223 3540576223 9783540643258 3642084001 3662064006 9783642084003
PB  - Berlin: Springer,
DB  - UniCat
KW  - 519.21
KW  - Brownian motion processes
KW  - Martingales (Mathematics)
KW  - Stochastic processes
KW  - Wiener processes
KW  - Brownian movements
KW  - Fluctuations (Physics)
KW  - Markov processes
KW  - Probability theory. Stochastic processes
KW  - Brownian motion processes.
KW  - Martingales (Mathematics).
KW  - 519.21 Probability theory. Stochastic processes
KW  - Brownse beweging [Proces van de ]
KW  - Martingalen (Wiskunde)
KW  - Mouvement brownien [Processus du ]
KW  - Statistical physics
KW  - Mouvement brownien, Processus de
KW  - Martingales (Mathématiques)
KW  - Probabilities.
KW  - Probability Theory and Stochastic Processes.
KW  - Probability
KW  - Statistical inference
KW  - Combinations
KW  - Mathematics
KW  - Chance
KW  - Least squares
KW  - Mathematical statistics
KW  - Risk
KW  - Processus stochastiques
KW  - Probabilités.
KW  - Probabilities
KW  - Stochastic processes.
KW  - Probabilités
KW  - Analyse stochastique
KW  - Mouvement brownien
KW  - Martingales
KW  - Integrales stochastiques
UR  - https://www.unicat.be/uniCat?func=search&query=sysid:9453699
AB  - From the reviews: "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. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... 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, and throwing out challenging remarks about areas awaiting further research..." Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.
ER  -