Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften)

出版者:Springer

作者:Daniel Revuz

页数:602

出版时间:2004-12-22

价格:USD 139.00

装帧:Hardcover

isbn号码:9783540643258

图书标签:数学概率论，随机过程Finance金融数学金融Mathematics统计学教材

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.