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Continuous Martingales and Brownian Motion
2 authors - Hardback
£119.99
Marc Yor (1949–2014) was Professor at the Pierre et Marie Curie University, Paris VI. He was one of the most eminent specialists in probability theory, with a particular interest in stochastic processes related to Brownian motion and their applications to mathematical finance. A member of the French Academy of Sciences, his numerous students include some very eminent mathematicians.
Bernard Bru is a retired Professor at the René Descartes University, Paris V. He is a specialist in the history of probability and statistics and has edited the work of some of the major figures in this area, including Laplace, Condorcet, and Cournot.