Continuous Martingales and Brownian Motion, 3rd

Revuz, Daniel, and Yor, Marc

ISBN 10: 3642084001 / ISBN 13: 9783642084003

Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin, 2010

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***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). 620 p. Die Grundlehren Der Mathematischen Wissenschaften., 293. Audience: Professional and scholarly.

Codice articolo K353A0000147

Dati bibliografici

• Titolo: Continuous Martingales and Brownian Motion, 3rd
• Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin
• Data di pubblicazione: 2010
• Lingua: Inglese
• ISBN 10: 3642084001
• ISBN 13: 9783642084003
• Rilegatura: Trade paperback
• Edizione: 3rd ed. INTERNATIONAL EDITION
• Condizione: New in new dust jacket.

Descrizione articolo

Riassunto

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.

Recensione

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)

From the reviews of the third edition:

"The authors have revised the second edition of their fundamental and impressive monograph on Brownian motion and continuous martingales ... . The presentation of this book is unique in the sense that a concise and well-written text is complemented by a long series of detailed exercises. ... This third edition contains some additional exercises related to recent advances in the subject. ... is a valuable update of this basic reference book, which has been very helpful for researchers and students ... ." (David Nualart, Zentralblatt MATH, Vol. 1087, 2006)