Continuous martingales and Brownian motion
Year of publication: |
1991
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Authors: | Revuz, Daniel ; Yor, Marc |
Publisher: |
Berlin [u.a.] : Springer |
Subject: | Brownsche Bewegung | Martingal | Stochastische Analysis |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | IX, 533 S : graph. Darst. |
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Series: | Grundlehren der mathematischen Wissenschaften. - Berlin ; Heidelberg [u.a.] : Springer, ISSN 0072-7830. - Vol. 293 |
Type of publication: | Book / Working Paper |
Language: | German |
ISBN: | 3-540-52167-4 ; 0-387-52167-4 |
Source: |
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Wiersema, Ubbo F., (2008)
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Exponential functionals of Brownian motion and related processes
Yor, Marc, (2001)
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Aspekte unendlichdimensionaler Martingaltheorie und ihre Anwendung in der Theorie der Finanzmärkte
Schöckel, Thomas, (2004)
- More ...
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Revuz, Daniel, (1975)
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Where Did the Brownian Particle Go?
Pemantle, Robin, (2001)
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Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans, (1998)
- More ...