Random Walk, Brownian Motion, And Martingales

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.

• | By (Author): Rabi Bhattacharya
• | Publisher: Springer Nature Switzerland AG
• | Publication Date: Sep 21, 2021
• | Country of Publication: Switzerland
• | Number of Pages: 396 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 3030789373
• | ISBN-13: 9783030789374