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

Diffusions, Markov Processes, and Martingales: Volume 1. Continuous martingales and Brownian motion, Revuz D., Yor M. May 16, 2011- Probability Reading Group, Warwick - "Local times" based on the book "Continuous martingales and Brownian motion" by D. North Holland (Second edition, 1988). Watanabe : Stochastic differential equations and diffusion processes. GO Continuous martingales and Brownian motion. The martingale representation theorem states that any martingale adapted with respect to a Brownian motion can be expressed as a stochastic integral with respect to the same Brownian motion. Yor : Continuous martingales and Brownian motion. Description for Contuous Martgales and Brownian Motion REPOST. Author: Daniel Revuz, Marc Yor Type: eBook. Amazon.com: Handbook of Brownian Motion - Facts and Formulae. Continuous martingales and Brownian motion. Language: English Released: 2004.