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

Moreover, every continuous martingale is just brownian motion with a different clock. May 16, 2011- Probability Reading Group, Warwick - "Local times" based on the book "Continuous martingales and Brownian motion" by D. Yor : Continuous martingales and Brownian motion. Product Description PThis is a magnificent book! Author: Daniel Revuz, Marc Yor Type: eBook. Continuous martingales and Brownian motion. Watanabe : Stochastic differential equations and diffusion processes. GO Continuous martingales and Brownian motion. North Holland (Second edition, 1988). Continuous Martingales and Brownian Motion (Grundlehren Der Mathematischen Wissenschaften, Vol 293). Whence, the entire theory of stochastic calculus is built around brownian motion. Language: English Released: 2004.