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Random Walk, Brownian Motion, and Martingales

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£ 57.74

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.

Book Details
EAN:
9783030789374
Binding:
Hardback
Dimensions(mm):
161 x 382 x 26
Publication Date:
2021-09-21
Publication Country:
Switzerland