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

Volume 293, Grundlehren der mathematischen Wissenschaften. Yor, Continuous Martingales and Brownian Motion, Third Edition Corrected. Of facts and formulae associated Brownian motion. Amazon.com: Handbook of Brownian Motion - Facts and Formulae. Diffusions, Markov Processes, and Martingales: Volume 1. Product Description PThis is a magnificent book! 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. Probability and its Applications Continuous martingales and brownian motion Continuous martingales and brownian motion,D. Watanabe : Stochastic differential equations and diffusion processes. North Holland (Second edition, 1988).