TY  - BOOK
AU  - Daniel Revuz
TI  - Continuous martingales and brownian motion: : third edition
T2  -  Grundlehren der mathematischen Wissenschaften 
SN  - 9783540643258
AV  - QA274.5 
PY  - 1991///]
CY  - Heidelberg
PB  - Springer-Verlag
N1  - 1. Introduction
2. Martingales
3. Markov Processes
4. Stochastic Integration
5. Representation of Martingales
6. Local Times
7. Generators and Time Reversal
8. Girsanov’s Theorem and First Applications
9. Stochastic Differential Equations
10. Additive Functionals of Brownian Motion
11. Bessel Processes and Ray-Knight Theorems
12. Excursions
13. Limit Theorems in Distribution
N2  - This is the book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research. --- summary provided by publisher
ER  -