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Continuous Martingales and Brownian Motion

About Continuous Martingales and Brownian Motion

"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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  • Language:
  • English
  • ISBN:
  • 9783540643258
  • Binding:
  • Hardback
  • Pages:
  • 602
  • Published:
  • December 17, 1998
  • Edition:
  • 1999
  • Dimensions:
  • 166x243x40 mm.
  • Weight:
  • 1072 g.
Delivery: 2-4 weeks
Expected delivery: August 2, 2025

Description of Continuous Martingales and Brownian Motion

"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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