Continuous martingales and Brownian motion / Daniel Revuz, Marc Yor.
Series Grundlehren der mathematischen Wissenschaften ; 293Editor: Berlin ; New York : Springer-Verlag, c1991Descripción: ix, 533 p. : il. ; 25 cmISBN: 3540521674 (Berlin); 0387521674 (New York)Tema(s): Martingales (Mathematics) | Brownian motion processesOtra clasificación: 60G48 (60G44 60H05 60H10)| Item type | Home library | Shelving location | Call number | Materials specified | Status | Date due | Barcode |
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Instituto de Matemática, CONICET-UNS | Libros ordenados por tema | 60 R454 (Browse shelf) | Available | A-6822 |
Browsing Instituto de Matemática, CONICET-UNS shelves, Shelving location: Libros ordenados por tema Close shelf browser
| 60 R424 Calcul des probabilités : | 60 R424f Foundations of probability. | 60 R453 The laws of large numbers / | 60 R454 Continuous martingales and Brownian motion / | 60 R724-2 Diffusions, Markov processes, and martingales / | 60 R737 An introduction to probability theory and mathematical statistics / | 60 R813 Random processes / |
Incluye referencias bibliográficas (p. [505]-526) e índices.
MR, 92d:60053
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