Continuous Martingales and Brownian Motion
Continuous Martingales and Brownian Motion is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Daniel Revuz, Marc Yor; Journal / source: Grundlehren der mathematischen Wissenschaften; Year: 1999.
| Authors | Daniel Revuz, Marc Yor |
|---|---|
| Journal / source | Grundlehren der mathematischen Wissenschaften |
| Year | 1999 |
| Field | Stochastic processes and financial applications |
| Times cited | 6366 |
| Type | book |
| DOI / link | https://doi.org/10.1007/978-3-662-06400-9 |