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Found materials: 3

Related tags: motion, nelson, peres, sample, theories, continuous, dynamical, invitation, martingales

Books: Continuous martingales and Brownian motion
Revuz D., Yor M., 1999

From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motio…

Books: An Invitation to Sample Paths of Brownian Motion
Peres Y., 2001

These notes record lectures I gave at the Statistics Department, University ofCalifornia, Berkeley in Spring 1998. I am grateful to the students who attended the course and wrote the first draft of th…

Books: Dynamical Theories of Brownian Motion
Nelson E., 2001

Dynamical Theories of Brownian Motion


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