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Continuous martingales and Brownian motion Daniel Revuz, Marc Yor
Publisher: Springer

GO Continuous martingales and Brownian motion. Diffusions, Markov Processes, and Martingales: Volume 1. Continuous martingales and Brownian motion. May 16, 2011- Probability Reading Group, Warwick - "Local times" based on the book "Continuous martingales and Brownian motion" by D. Probability and its Applications Continuous martingales and brownian motion Continuous martingales and brownian motion,D. Author: Daniel Revuz, Marc Yor Type: eBook. Of facts and formulae associated Brownian motion. Then, to get a solid background in SDE's you can read Revuz, Yor "Continuous Martingales and Brownian Motion" which is more or a less the standard stoch calc book for pure mathematicians. Mathematischen Wissenschaften),Springer-Verlag, 3 edition ,January 15, 1999, ￥106.00$. [ReYo98] D.Revuz, M.Yor, Continuous Martingales and Brownian Motion, Grundlehren der mathematischen Wissenschaften, 3rd edition, Springer, 1998. Amazon.com: Handbook of Brownian Motion - Facts and Formulae. Language: English Released: 2004. [7] [法] Daniel Revuz, Marc Yor, Continuous Martingales and Brownian Motion (Grundlehren der. Hm, it's covered in Yor's book "Continuous martingales and brownian motion" but only as an exercise, I also believe it's present in "Aspects of brownian motion" but I don't have access to this book as of now.