Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften, 293)

Revuz, Daniel and Marc Yor:

ISBN 10: 3540576223 / ISBN 13: 9783540576228

Editore: Springer 08.1994., 1994

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563 Seiten, Schutzumschlag fehlt, Seiten sehr sauber, leichte Lesespuren, auf der zweite Seite steht "with 8 Figures", aber wir wissen nicht ob die im Buch sind oder nicht, oder sollte sie separat sein???, Separat sind sie aber nicht. 563 Seiten, LL-4-1-7 Wir akzeptieren nur Vorkasse. Sprache: Englisch Gewicht in Gramm: 1005. Codice articolo 98571

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Titolo: Continuous Martingales and Brownian Motion (...

Casa editrice: Springer 08.1994.

Data di pubblicazione: 1994

Legatura: hardcover

Condizione: Gut

Condizione sovraccoperta: sovraccoperta

Edizione: Auflage: 2nd ed.

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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 1990, an impressive variety of advances have been made in relation to the material found in this book. This shows how very alive the studies of, and around, Brownian motion are.