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Continuous Martingales and Brownian Motion

19996,238 citationsBook

Authors

Daniel Revuz · Université Paris Cité

Marc Yor · Sorbonne Université

Topics & Keywords

Stochastic processes and financial applications

Publication Details

Published in: Grundlehren der mathematischen Wissenschaften

DOI: 10.1007/978-3-662-06400-9

Field-Weighted Citation Impact: 94.17

Continuous Martingales and Brownian Motion | Researchclopedia