Advanced stochastic processes

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.

שנה

2013

הוצאה

Bookboon.com

מהדורות

1

ISBN

9788740311167

מקור הנתונים: Wikidata