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"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.
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Grundlehren der Mathematischen Wissenschaften - 293: Continuous Martingales and Brownian Motion, Daniel Revuz, Marc Yor
- Idioma
- Publicado en
- 1999
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- (Tapa dura),
- Estado del libro
- Bueno
- Precio
- 83,99 €
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- Título
- Grundlehren der Mathematischen Wissenschaften - 293: Continuous Martingales and Brownian Motion
- Subtítulo
- Third Edition
- Autores
- Daniel Revuz, Marc Yor
- Editorial
- Springer
- Publicado en
- 1999
- Formato
- Tapa dura
- Páginas
- 602
- ISBN10
- 3540643257
- ISBN13
- 9783540643258
- Serie
- Etiquetas
- Matemáticas, Europa Occidental
- Descripción
- "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.