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. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each t...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Book |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2021
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| Edition: | 1st ed. 2021 |
| Series: | Graduate Texts in Mathematics,
292 |
| Subjects: |