BookContinuous Martingales and Brownian MotionDaniel Revuz1999Continuous Martingales and Brownian MotionDaniel Revuz, Marc Yor1999-01-01bookGrundlehren der mathematischen Wissenschaften6,200 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsProbability and Statistical ResearchStochastic processes and statistical mechanicsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 6,200 citations exist upstream.Cited by1997Backward Stochastic Differential Equations in Finance1998The Variance Gamma Process and Option Pricing2008A General Version of the Fundamental Theorem of Asset Pricing (1994)2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options2008Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise19965 Stochastic volatility2003Affine processes and applications in finance1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's