Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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.

519.21 --- Brownian motion processes --- Martingales (Mathematics) --- Stochastic processes --- Wiener processes --- Brownian movements --- Fluctuations (Physics) --- Markov processes --- Probability theory. Stochastic processes --- Brownian motion processes. --- Martingales (Mathematics). --- 519.21 Probability theory. Stochastic processes --- Brownse beweging [Proces van de ] --- Martingalen (Wiskunde) --- Mouvement brownien [Processus du ] --- Statistical physics --- Mouvement brownien, Processus de --- Martingales (Mathématiques) --- Probabilities. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Processus stochastiques --- Probabilités. --- Probabilities --- Stochastic processes. --- Probabilités --- Analyse stochastique --- Mouvement brownien --- Martingales --- Integrales stochastiques

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.

Probabilities --- Probabilités --- Problems, exercises, etc. --- Problèmes et exercices --- Probabilities. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Operational research. Game theory --- stochastische analyse --- kansrekening

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Operational research. Game theory --- stochastische analyse --- kansrekening