Continuous Martingales and Brownian Motion, 3rd edition

Revuz, Daniel;Yor, Marc

ISBN 10: 3540643257 / ISBN 13: 9783540643258

Editore: Secaucus, New Jersey, U.S.A.: Springer Verlag, 1999

Riguardo questo articolo

**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 go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Codice articolo ABE-8229445254

Dati bibliografici

Titolo: Continuous Martingales and Brownian Motion, ...

Casa editrice: Secaucus, New Jersey, U.S.A.: Springer Verlag

Data di pubblicazione: 1999

Legatura: Soft cover

Condizione: New

Condizione sovraccoperta: New

Edizione: International Edition

Descrizione articolo

Riassunto:

"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.

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)