| 书目名称 | Continuous Martingales and Brownian Motion | | 编辑 | Daniel Revuz,Marc Yor | | 视频video | | | 丛书名称 | Grundlehren der mathematischen Wissenschaften | | 图书封面 |  | | 描述 | 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. | | 出版日期 | Book 1999Latest edition | | 关键词 | Bessel process; Brownian motion; Ergodic theory; Markov process; Martingale; Martingales; Stochastic Integ | | 版次 | 3 | | doi | https://doi.org/10.1007/978-3-662-06400-9 | | isbn_softcover | 978-3-642-08400-3 | | isbn_ebook | 978-3-662-06400-9Series ISSN 0072-7830 Series E-ISSN 2196-9701 | | issn_series | 0072-7830 | | copyright | Springer-Verlag Berlin Heidelberg 1999 |
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发表于 2025-3-21 18:38:33
