Continuous Martingales and Brownian Motion
Grundlehren der mathematischen WissenschaftenPublished 1 January 1991
Daniel Revuz, Marc Yor
Citations1,946
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Abstract
This book focuses on the probabilistic theory ofBrownian motion. This is a good topic to center a discussion around because Brownian motion is in the intersec tioll of many fundamental classes of proc
Keywords
Economics, Econometrics and Finance