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

Watanabe : Stochastic differential equations and diffusion processes. Description for Contuous Martgales and Brownian Motion REPOST. Brownian Motion and Martingales in Continuous Time Wiley: Introduction to Probability and Stochastic Processes with. Language: English Released: 2004. Continuous martingales and Brownian motion. Whence, the entire theory of stochastic calculus is built around brownian motion. Author: Daniel Revuz, Marc Yor Type: eBook. Moreover, every continuous martingale is just brownian motion with a different clock. May 16, 2011- Probability Reading Group, Warwick - "Local times" based on the book "Continuous martingales and Brownian motion" by D. 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. Yor : Continuous martingales and Brownian motion. North Holland (Second edition, 1988). GO Continuous martingales and Brownian motion.