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Continuous martingales and Brownian motion epub
Continuous martingales and Brownian motion by Daniel Revuz, Marc Yor
Download eBook
Continuous martingales and Brownian motion Daniel Revuz, Marc Yor ebook
Page: 637
Format: djvu
Publisher: Springer
ISBN: 3540643257, 9783540643258
Continuous martingales and Brownian motion, Revuz D., Yor M. North Holland (Second edition, 1988). Language: English Released: 2004. Yor : Continuous martingales and Brownian motion. The martingale representation theorem states that any martingale adapted with respect to a Brownian motion can be expressed as a stochastic integral with respect to the same Brownian motion. Continuous Martingales and Brownian Motion (Grundlehren Der Mathematischen Wissenschaften, Vol 293). Volume 293, Grundlehren der mathematischen Wissenschaften. GO Continuous martingales and Brownian motion. Watanabe : Stochastic differential equations and diffusion processes. Author: Daniel Revuz, Marc Yor Type: eBook. Yor, Continuous Martingales and Brownian Motion, Third Edition Corrected. Continuous martingales and Brownian motion.