Continuous Martingales and Brownian motion / Daniel Revuz, Marc Yor. (Grundlehren der mathematischen Wissenschaften = A Series of comprehensive studies in mathematics)

Continuous Martingales and Brownian motion / Daniel Revuz, Marc Yor.

(Grundlehren der mathematischen Wissenschaften = A Series of comprehensive studies in mathematics)

Call No. (NDL): MA211-A105
Bibliographic ID of National Diet Library: 000003194269

Material type: 図書

Author: Revuz, D.ほか

Publisher: Springer-Verlag

Publication date: c1991.

Material Format: Paper

Capacity, size, etc.: ix, 533 p. : ill. ; 24 cm.

NDC: -

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Paper

Material Type: 図書
ISBN: 3540521674 (Berlin)
0387521674 (New York)
Title: Continuous Martingales and Brownian motion / Daniel Revuz, Marc Yor.
Series Title: Grundlehren der mathematischen Wissenschaften = A Series of comprehensive studies in mathematics
Title Heading: Grundlehren der mathematischen Wissenschaften ; 293.
Author Heading: Revuz, D.
Yor, Marc.
Publication, Distribution, etc.: Berlin : Springer-Verlag
Tokyo : Springer-Verlag
Publication Date: c1991.
Publication Date (W3CDTF): 1991
Extent: ix, 533 p. : ill. ; 24 cm.
Place of Publication (Country Code): DE
Text Language Code: eng
Subject Heading: マルチンゲール (数学) Marutingeru (sugaku)
ブラウン[Brown]運動. 《Brown》undo.
確率過程. Kakuritukatei.
Martingales (Mathematics)
Brownian motion processes.
LCC: QA276.5
DDC: 519.2/87
NDLC: MA211
Note (Bibliography): Includes bibliographical references (p. [505]-526) and indexes.
Holding library: 国立国会図書館
Call No.: MA211-A105
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000003194269
http://id.ndl.go.jp/bib/000003194269
LC Control Number: 90009812
https://lccn.loc.gov/90009812
Bibliographic Record Category (NDL): 211