Book cover for Continuous Martingales and Brownian Motion

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"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....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." –BULLETIN OF THE L.M.S.

  • ISBN13 9783540643258
  • Publish Date 7 September 2004 (first published January 1991)
  • Publish Status Active
  • Publish Country DE
  • Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Edition 3rd ed. 1999. Corr. 3rd printing 2004
  • Format Hardcover
  • Pages 602
  • Language English