Continuous Martingales and Brownian Motion 2 个回复 - 2222 次查看
Continuous Martingales and Brownian Motion 3rd Edition by D. Revuz and M. Yor
This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabi ...2015-9-6 09:28 - SleepyTom - 金融工程(数量金融)与金融衍生品
【概率论与随机过程】 Brownian Motion, Obstacles and Random Media 12 个回复 - 3146 次查看Brownian Motion, Obstacles and Random Media
Authors: Alain-Sol Sznitman
This book is aimed at graduate students and researchers. It provides an account for the non-specialist of the circle o ...2016-12-31 21:51 - cmwei333 - 金融学(理论版)
【免费分享】Continuous Martingales and Brownian Motion 54 个回复 - 14809 次查看
Continuous Martingales and Brownian Motion
Series Grundlehren der mathematischen Wissenschaften , Vol. 293
Revuz, Daniel, Yor, Marc
About this book
From the reviews This is a magnificent book ...2010-1-25 23:18 - nch2005 - 金融工程(数量金融)与金融衍生品