Daniel Revuz
- Continuous Martingales and Brownian Motion
1999/01/01 by Daniel Revuz, Marc Yor · 2,383 citations
Economics, Econometrics and Finance · Mathematics · Medicine · #Brownian excursion #Brownian motion #Calculus (dental) #Computer science #Diffusion process #Geometric Brownian motion #Martingale representation theorem #Mathematical economics #Mathematics #Medicine #Orthodontics #Physics #Statistical physics #Statistics #Stochastic processes and financial applications #Variety (cybernetics)