| 書目名稱 | Continuous Martingales and Brownian Motion | | 編輯 | Daniel Revuz,Marc Yor | | 視頻video | http://file.papertrans.cn/238/237008/237008.mp4 | | 叢書名稱 | Grundlehren der mathematischen Wissenschaften | | 圖書封面 |  | | 描述 | This book focuses on the probabilistic theory ofBrownian motion. This is a good topic to center a discussion around because Brownian motion is in the intersec- tioll of many fundamental classes of processes. It is a continuous martingale, a Gaussian process, a Markov process or more specifically a process with in- dependent increments; it can actually be defined, up to simple transformations, as the real-valued, centered process with independent increments and continuous paths. It is therefore no surprise that a vast array of techniques may be success- fully applied to its study and we, consequently, chose to organize the book in the following way. After a first chapter where Brownian motion is introduced, each of the following ones is devoted to a new technique or notion and to some of its applications to Brownian motion. Among these techniques, two are of para- mount importance: stochastic calculus, the use ofwhich pervades the whole book and the powerful excursion theory, both of which are introduced in a self- contained fashion and with a minimum of apparatus. They have made much easier the proofs of many results found in the epoch-making book of It? and McKean: Diffusion Proce | | 出版日期 | Book 19911st edition | | 關鍵詞 | Brownian motion; Functionals; Generator; Martingal; Martingale; brownsche Bewegung; diffusion; ergodic theo | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-662-21726-9 | | isbn_ebook | 978-3-662-21726-9Series ISSN 0072-7830 Series E-ISSN 2196-9701 | | issn_series | 0072-7830 | | copyright | Springer-Verlag Berlin Heidelberg 1991 |
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