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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.
Zakup książki
Grundlehren der Mathematischen Wissenschaften - 293: Continuous Martingales and Brownian Motion, Daniel Revuz, Marc Yor
- Język
- Rok wydania
- 1999
- Oprawa
- (twarda)
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- Tytuł
- Grundlehren der Mathematischen Wissenschaften - 293: Continuous Martingales and Brownian Motion
- Podtytuł
- Third Edition
- Autorzy
- Daniel Revuz, Marc Yor
- Wydawca
- Springer
- Rok wydania
- 1999
- Oprawa
- twarda
- Liczba stron
- 602
- ISBN10
- 3540643257
- ISBN13
- 9783540643258
- Seria
- Tagi
- Zachodnia Europa
- Opis
- "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.