Continuous Martingales and Brownian Motion

Revuz, Daniel Continuous Martingales and Brownian Motion / Daniel Revuz, Marc Yor. -- 3rd ed. corrected. -- Berlin : Springer-Verlag, 2005. -- xi, 606 s. : il. ; 24 cm. -- (Grundlehren der mathematischen Wissenschaften). -- Bibliografia s. [553] - 594. Register. -- ISBN 3-540-64325-7 (viaz.) : 4928.00

1. matematika 2. stochastické procesy 3. Markovove procesy

I. Yor, Marc

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