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Continuous Martingales and Brownian Motion
other
Author(s):
Daniel Revuz
,
Marc Yor
Publication date
(Print):
1999
Publisher:
Springer Berlin Heidelberg
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Book
ISBN (Print):
978-3-642-08400-3
ISBN (Electronic):
978-3-662-06400-9
Publication date (Print):
1999
DOI:
10.1007/978-3-662-06400-9
SO-VID:
3961782f-e108-47ac-ae02-2e38a865ec20
License:
http://www.springer.com/tdm
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Book chapters
pp. 1
Preliminaries
pp. 15
Introduction
pp. 51
Martingales
pp. 79
Markov Processes
pp. 119
Stochastic Integration
pp. 179
Representation of Martingales
pp. 221
Local Times
pp. 281
Generators and Time Reversal
pp. 325
Girsanov’s Theorem and First Applications
pp. 365
Stochastic Differential Equations
pp. 401
Additive Functionals of Brownian Motion
pp. 439
Bessel Processes and Ray-Knight Theorems
pp. 471
Excursions
pp. 515
Limit Theorems in Distribution
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