Continuous Martingales and Brownian Motion:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1999
|
| Edition: | Corrected Third Printing of the Third Edition |
| Series: | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics
293 |
| Subjects: | |
| Online Access: | UBM01 Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (XIII, 602 p) |
| ISBN: | 9783662064009 9783642084003 |
| ISSN: | 0072-7830 |
| DOI: | 10.1007/978-3-662-06400-9 |
Staff View
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Record in the Search Index
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| dewey-ones | 519 - Probabilities and applied mathematics |
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| edition | Corrected Third Printing of the Third Edition |
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| id | DE-604.BV042423373 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:13Z |
| institution | BVB |
| isbn | 9783662064009 9783642084003 |
| issn | 0072-7830 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027858790 |
| oclc_num | 863900257 |
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| publishDate | 1999 |
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| publisher | Springer Berlin Heidelberg |
| record_format | marc |
| series2 | Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics |
| spelling | Revuz, Daniel Verfasser aut Continuous Martingales and Brownian Motion by Daniel Revuz, Marc Yor Corrected Third Printing of the Third Edition Berlin, Heidelberg Springer Berlin Heidelberg 1999 1 Online-Ressource (XIII, 602 p) txt rdacontent c rdamedia cr rdacarrier Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics 293 0072-7830 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 Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Martingaltheorie (DE-588)4168982-3 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Martingal (DE-588)4126466-6 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 s Martingal (DE-588)4126466-6 s 1\p DE-604 Stochastische Analysis (DE-588)4132272-1 s 2\p DE-604 Martingaltheorie (DE-588)4168982-3 s 3\p DE-604 Stochastischer Prozess (DE-588)4057630-9 s 4\p DE-604 Yor, Marc Sonstige oth https://doi.org/10.1007/978-3-662-06400-9 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Revuz, Daniel Continuous Martingales and Brownian Motion Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastische Analysis (DE-588)4132272-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Martingaltheorie (DE-588)4168982-3 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Martingal (DE-588)4126466-6 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)4057630-9 (DE-588)4168982-3 (DE-588)4128328-4 (DE-588)4126466-6 |
| title | Continuous Martingales and Brownian Motion |
| title_auth | Continuous Martingales and Brownian Motion |
| title_exact_search | Continuous Martingales and Brownian Motion |
| title_full | Continuous Martingales and Brownian Motion by Daniel Revuz, Marc Yor |
| title_fullStr | Continuous Martingales and Brownian Motion by Daniel Revuz, Marc Yor |
| title_full_unstemmed | Continuous Martingales and Brownian Motion by Daniel Revuz, Marc Yor |
| title_short | Continuous Martingales and Brownian Motion |
| title_sort | continuous martingales and brownian motion |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastische Analysis (DE-588)4132272-1 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Martingaltheorie (DE-588)4168982-3 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Martingal (DE-588)4126466-6 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastische Analysis Stochastischer Prozess Martingaltheorie Brownsche Bewegung Martingal |
| url | https://doi.org/10.1007/978-3-662-06400-9 |
| work_keys_str_mv | AT revuzdaniel continuousmartingalesandbrownianmotion AT yormarc continuousmartingalesandbrownianmotion |