LEADER 03810nam 22006015 450 001 9910480707703321 005 20211129200646.0 010 $a3-662-06400-6 024 7 $a10.1007/978-3-662-06400-9 035 $a(CKB)2660000000027140 035 $a(SSID)ssj0001296280 035 $a(PQKBManifestationID)11766117 035 $a(PQKBTitleCode)TC0001296280 035 $a(PQKBWorkID)11348123 035 $a(PQKB)11158428 035 $a(DE-He213)978-3-662-06400-9 035 $a(MiAaPQ)EBC3100326 035 $a(PPN)188265317 035 $a(EXLCZ)992660000000027140 100 $a20130107d1999 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aContinuous Martingales and Brownian Motion$b[electronic resource] /$fby Daniel Revuz, Marc Yor 205 $a3rd ed. 1999. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d1999. 215 $a1 online resource (XIII, 602 p.) 225 1 $aGrundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,$x0072-7830 ;$v293 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-64325-7 311 $a3-642-08400-1 320 $aIncludes bibliographical references and indexes. 327 $a0. Preliminaries -- I. Introduction -- II. Martingales -- III. Markov Processes -- IV. Stochastic Integration -- V. Representation of Martingales -- VI. Local Times -- VII. Generators and Time Reversal -- VIII. Girsanov?s Theorem and First Applications -- IX. Stochastic Differential Equations -- X. Additive Functionals of Brownian Motion -- XI. Bessel Processes and Ray-Knight Theorems -- XII. Excursions -- XIII. Limit Theorems in Distribution -- §1. Gronwall?s Lemma -- §2. Distributions -- §3. Convex Functions -- §4. Hausdorff Measures and Dimension -- §5. Ergodic Theory -- §6. Probabilities on Function Spaces -- §7. Bessel Functions -- §8. Sturm-Liouville Equation -- Index of Notation -- Index of Terms -- Catalogue. 330 $aFrom the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research..." Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions. 410 0$aGrundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,$x0072-7830 ;$v293 606 $aProbabilities 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 615 0$aProbabilities. 615 14$aProbability Theory and Stochastic Processes. 676 $a519.2/87 686 $a60G44$2msc 686 $a60J60$2msc 700 $aRevuz$b Daniel$4aut$4http://id.loc.gov/vocabulary/relators/aut$054759 702 $aYor$b Marc$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910480707703321 996 $aContinuous martingales and Brownian motion$9375923 997 $aUNINA