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Stochastic processes --- Martingalen (Wiskunde) --- Probabiliteit--Theorie --- Probabiliteitstheorie --- Probabilité [Théorie de la ] --- Waarschijnlijkheid--Theorie --- Waarschijnlijkheidstheorie --- Probabilités --- Martingales (Mathematiques) --- Martingales (Mathematics). --- Probability. --- Probabilities --- Martingales (Mathematics) --- Martingales (Mathématiques)

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Ordinary differential equations --- Stochastic processes --- Differentiaalvergelijkingen [Stochastische ] --- Equations differentielles stochastiques --- Integralen [Stochastische ] --- Integrales stochastiques --- Integrals [Stochastic ] --- Martingalen (Wiskunde) --- Martingales (Mathematics) --- Martingales (Mathematiques) --- Stochastic differential equations --- Stochastic integrals --- Martingales (Mathématiques) --- Equations différentielles stochastiques --- 519.217 --- Markov processes --- 519.217 Markov processes --- Martingales (Mathématiques) --- Equations différentielles stochastiques --- Differential equations --- Fokker-Planck equation --- Integrals, Stochastic --- Stochastic analysis

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From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... 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..." Bull.L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions.

519.21 --- Brownian motion processes --- Martingales (Mathematics) --- Stochastic processes --- Wiener processes --- Brownian movements --- Fluctuations (Physics) --- Markov processes --- Probability theory. Stochastic processes --- Brownian motion processes. --- Martingales (Mathematics). --- 519.21 Probability theory. Stochastic processes --- Brownse beweging [Proces van de ] --- Martingalen (Wiskunde) --- Mouvement brownien [Processus du ] --- Statistical physics --- Mouvement brownien, Processus de --- Martingales (Mathématiques) --- Probabilities. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Processus stochastiques --- Probabilités. --- Probabilities --- Stochastic processes. --- Probabilités --- Analyse stochastique --- Mouvement brownien --- Martingales --- Integrales stochastiques