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Continuous martingales and Brownian motion Daniel Revuz, Marc Yor
Publisher: Springer

May 16, 2011- Probability Reading Group, Warwick - "Local times" based on the book "Continuous martingales and Brownian motion" by D. Of facts and formulae associated Brownian motion. Continuous martingales and Brownian motion, Revuz D., Yor M. [ReYo98] D.Revuz, M.Yor, Continuous Martingales and Brownian Motion, Grundlehren der mathematischen Wissenschaften, 3rd edition, Springer, 1998. Volume 293, Grundlehren der mathematischen Wissenschaften. Yor, Continuous Martingales and Brownian Motion, Third Edition Corrected. [7] [法] Daniel Revuz, Marc Yor, Continuous Martingales and Brownian Motion (Grundlehren der. Moreover, every continuous martingale is just brownian motion with a different clock. Description for Contuous Martgales and Brownian Motion REPOST. Then, to get a solid background in SDE's you can read Revuz, Yor "Continuous Martingales and Brownian Motion" which is more or a less the standard stoch calc book for pure mathematicians. Mathematischen Wissenschaften),Springer-Verlag, 3 edition ,January 15, 1999, ￥106.00$. Probability and its Applications Continuous martingales and brownian motion Continuous martingales and brownian motion,D. Product Description PThis is a magnificent book! Whence, the entire theory of stochastic calculus is built around brownian motion.