Revuz, D.

Continuous Martingales and Brownian motion / Daniel Revuz, Marc Yor - Berlin : Springer-Verlag, 1991 - ix, 533 p. : ill. ; 25 cm. - Grundlehren der mathematischen Wissenschaften 293 .

Includes bibliographical references (p. 505-526) and indexes.



3540521674


Martingales (Mathematics)
Brownian motion processes