Continuous Martingales and Brownian Motion

1999/01/01 by Daniel Revuz, Marc Yor · 33 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)

paper · doi:10.1007/978-3-662-06400-9

crossref issued 1999/01/01 · crossref published 1999/01/01 · crossref published-print 1999/01/01 · openalex publication_date 1999/01/01 · crossref created 2013/01/05 · crossref deposited 2023/02/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05 · crossref indexed 2026/08/07

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