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author_facet:"Yor, Marc"
dewey-ones:"519 - Probabilities & applied mathematics"
language:"English"
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1
Continuous Martingales and Brownian Motion
by
Revuz, Daniel
,
Yor, Marc
Published 1999
Springer Berlin Heidelberg
“
.... The great strength of Revuz and Yor is the enormous variety of calculations carried
out
both in the main...
”
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2
Random Times and Enlargements of Filtrations in a Brownian Setting
by
Mansuy, Roger
,
Yor, Marc
Published 2006
Springer Berlin Heidelberg
“
... the Brownian filtration. The book accordingly sets
out
to acquaint its readers with the theory and main...
”
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3
Aspects of Brownian Motion
by
Mansuy, Roger
,
Yor, Marc
Published 2008
Springer Berlin Heidelberg
“
... from core probability theory
out
to applied fields such as polymer physics and mathematical finance...
”
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519 - Probabilities & applied mathematics
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2
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Yor, Marc
Mansuy, Roger
2
Revuz, Daniel
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