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Random Walk, Brownian Motion, and Martingales - Graduate Texts in Mathematics Rabi Bhattacharya 2021 edition
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Random Walk, Brownian Motion, and Martingales - Graduate Texts in Mathematics
Rabi Bhattacharya
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.
414 pages, 20 Illustrations, black and white; VIII, 414 p. 20 illus.
| Médias | Livres Hardcover Book (Livre avec dos et couverture rigide) |
| Validé | 21 septembre 2021 |
| ISBN13 | 9783030789374 |
| Éditeurs | Springer Nature Switzerland AG |
| Pages | 396 |
| Dimensions | 382 × 161 × 26 mm · 806 g |
| Langue et grammaire | Allemand |
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