Continuous Martingales and Brownian Motion

Revuz, D., & Yor, M. (1999). Continuous Martingales and Brownian Motion. Springer.

Type

Book

Intellectual base

Review or monograph

Year

1999

DOI

10.1007/978-3-662-06400-9

ISBN

9783642084003

Link

https://doi.org/10.1007/978-3-662-06400-9

Cited by

2 citations across 2 artifacts.

Domain-specific

• Brownian meander
  • The entry records a descriptive analytical identity; practical use requires the governing domain's evidence, standards, and safety obligations.
• Reflection principle (Wiener process)
  • The entry treats the classical standard-Wiener theorem; applications to finance, queues, diffusions, or PDEs require their own model assumptions and are not operational guidance.

Verification

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Registry ID ref:509fe70a2ca5 · see in the full table