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Continuous martingales and Brownian motion

Continuous martingales and Brownian motion by Daniel Revuz, Marc Yor

Continuous martingales and Brownian motion



Download Continuous martingales and Brownian motion




Continuous martingales and Brownian motion Daniel Revuz, Marc Yor ebook
Publisher: Springer
Format: djvu
ISBN: 3540643257, 9783540643258
Page: 637


GO Continuous martingales and Brownian motion. Continuous martingales and Brownian motion. Watanabe : Stochastic differential equations and diffusion processes. The process (M_t)_{t ge 0} is a standard Brownian motion. [ReYo98] D.Revuz, M.Yor, Continuous Martingales and Brownian Motion, Grundlehren der mathematischen Wissenschaften, 3rd edition, Springer, 1998. Author: Daniel Revuz, Marc Yor Type: eBook. North Holland (Second edition, 1988). Yor : Continuous martingales and Brownian motion. Be a continuous local martingale such that M_0=0 and such that for every t ge 0 , langle M angle_t =t . Let N_t=e^{ilambda M_t + rac{1}{ . Language: English Released: 2004.