Jan A. van Casteren
Advanced stochastic processes
Jan A. van Casteren · 2013
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In this book, which is basically self-contained, the following topics are treated thoroughly: Brownian motion as a Gaussian process, Brownian motion as a Markov process, and Brownian motion as a martingale. Brownian motion can also be considered as a functional limit of symmetric random walks, which is, to some extent, also discussed. You can download the book via the link below.
Book details
- Year
- 2013
- Publisher
- Bookboon.com
- Editions
- 1
- ISBN
- 9788740303988
Data source: Wikidata
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