連続マルチンゲールとブラウン運動(第３版) Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften) 〈Vol. 293〉 （3rd ed. 1999. Corr. 3rd printing）

ホーム
> 洋書
> ドイツ書
> Mathematics, Sciences & Technology
> Mathematics
> probability calculus, stochastics, mathematical statistics

連続マルチンゲールとブラウン運動(第３版)<br>Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften) 〈Vol. 293〉（3rd ed. 1999. Corr. 3rd printing）

連続マルチンゲールとブラウン運動(第３版)
Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften) 〈Vol. 293〉（3rd ed. 1999. Corr. 3rd printing）

Revuz, Daniel/ Yor, Marc

Springer（2004/01発売）

ただいまウェブストアではご注文を受け付けておりません。 ⇒古書を探す

製本 Hardcover:ハードカバー版／ページ数 609 p.
商品コード 9783540643258

基本説明

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..." Bull. L.M.S.24,4 (1992).

Full Description

"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...This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." --BULLETIN OF THE L.M.S.