Random walk, brownian motion, and martingales
Auteur :
Bhattacharya, Rabi / Waymire, Edward C.
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030789374
Date de publication :
21 sept. 2021
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Themes span Poisson processes, branching processes, the Kolmogorov–Chentsov theorem, martingales, renewal theory, and Brownian motion.