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381581 |
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981130s1999 xxe ||| |||| 00| 0 eng d |
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PPN045580499 |
| 020 |
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|a 3540643257 (rel.) :
|c 48,64 EUR
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| 024 |
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|a 9783540643258
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| 041 |
0 |
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|a eng
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| 080 |
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|a 519.2
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| 082 |
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|a 519.2/87
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| 082 |
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|a 519.23
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| 084 |
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|a 60G44. 2010
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| 084 |
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|a 60G07. 2010
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| 084 |
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|a 60H05. 2010
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| 100 |
1 |
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|a Revuz, Daniel,
|d 1936-
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| 245 |
1 |
0 |
|a Continuous Martingales and Brownian motion
|c Daniel Revuz, Marc Yor.
|
| 250 |
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|a 3rd edition.
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| 260 |
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|a Berlin :
|b Springer.
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| 260 |
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|c C 1999.
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| 300 |
|
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|a 1 vol. (XIII-602 p.) :
|b ill., couv. ill. en coul. ;
|c 24 cm.
|
| 490 |
1 |
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|a Grundlehren der mathematischen Wissenschaften
|v 293
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| 504 |
|
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|a Bibliogr. p.[ 553]-590. Index
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| 505 |
0 |
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|a Preliminaries. Introduction -- Martingales -- Markov Processes -- Stochastic Integration -- Representation of Martingales -- Local Times -- Generators and Time Reversal -- Girsanov's Theorem and First Applications -- Stochastic Differential Equations -- Additive Functionals of Brownian Motion -- Bessel Processes and Ray-Knight Theorems -- Excursions -- Limit Theorems in Distribution -- Appendix -- Bibliography -- Index of Notation -- Index of Terms -- Catalogue
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| 650 |
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|a Analyse stochastique
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| 650 |
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|a Mouvement brownien, Processus de
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| 650 |
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|a Martingales (mathématiques)
|
| 650 |
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|a Mouvement brownien
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| 700 |
1 |
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|a Yor, Marc,
|d 1949-2014.
|4 aut
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| 997 |
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|0 381581
|1 Livre papier
|a Ressource papier
|c 0/Orléans/
|c 1/Orléans/IDP/
|z Orléans, IDP, 6861 REV
|z Orléans, IDP, EP 6861 REV
|
