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

Watanabe : Stochastic differential equations and diffusion processes. North Holland (Second edition, 1988). May 16, 2011- Probability Reading Group, Warwick - "Local times" based on the book "Continuous martingales and Brownian motion" by D. Continuous Martingales and Brownian Motion book download. Then, to get a solid background in SDE's you can read Revuz, Yor "Continuous Martingales and Brownian Motion" which is more or a less the standard stoch calc book for pure mathematicians. Download Continuous Martingales and Brownian Motion Revuz, M. Hm, it's covered in Yor's book "Continuous martingales and brownian motion" but only as an exercise, I also believe it's present in "Aspects of brownian motion" but I don't have access to this book as of now. Continuous Martingales and Brownian Motion (Grundlehren Der Mathematischen Wissenschaften, Vol 293). Description for Contuous Martgales and Brownian Motion REPOST. Yor : Continuous martingales and Brownian motion. Brownian Motion and Martingales in Continuous Time Wiley: Introduction to Probability and Stochastic Processes with.