Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften) 豆 0.0分

资源最后更新于 2020-11-20 05:06:40

作者：Daniel Revuz

出版社：Springer

出版日期：2004-01

ISBN：9783540643258

文件格式： pdf

标签： 数学 概率论，随机过程 Finance 金融数学 金融 Mathematics 统计学 教材

简介· · · · · ·

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 fo...