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Table of contents (14 chapters)
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Front Matter
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Back Matter
About this book
Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.
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. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... 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, and throwing out challenging remarks about areas awaiting further research..." Bull.L.M.S. 24, 4 (1992)
From the reviews of the third edition:
"The authors have revised the second edition of their fundamental and impressive monograph on Brownian motion and continuous martingales … . The presentation of this book is unique in the sense that a concise and well-written text is complemented by a long series of detailed exercises. … This third edition contains some additional exercises related to recent advances in the subject. … is a valuable update of this basic reference book, which has been very helpful for researchers and students … ." (David Nualart, Zentralblatt MATH, Vol. 1087, 2006)
Authors and Affiliations
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Départment de Mathématiques, Université Paris VII, Paris Cedex 05, France
Daniel Revuz
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Laboratoire de Probabilités, Université Pierre et Marie Curie, Paris Cedex 05, France
Marc Yor
Bibliographic Information
Book Title: Continuous Martingales and Brownian Motion
Authors: Daniel Revuz, Marc Yor
Series Title: Grundlehren der mathematischen Wissenschaften
DOI: https://doi.org/10.1007/978-3-662-06400-9
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1999
Hardcover ISBN: 978-3-540-64325-8Published: 18 December 1998
Softcover ISBN: 978-3-642-08400-3Published: 01 December 2010
eBook ISBN: 978-3-662-06400-9Published: 09 March 2013
Series ISSN: 0072-7830
Series E-ISSN: 2196-9701
Edition Number: 3
Number of Pages: XIII, 602