Random Walk, Brownian Motion, and MartingalesAuthor :
Hardback
Published : Tuesday 21 September 2021
Description
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.
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