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Random Walk, Brownian Motion, And Martingales eBook
language: english
Publisher:
Springer International Publishing, September of 2021 ‧
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79,49€
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IMMEDIATE AVAILABILITY
Ebook for ADE
SYNOPSIS
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 Kolmogorovâ€"Chentsov theorem, martingales, renewal theory, and Brownian motion.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783030789398 |
| Publisher: | Springer International Publishing |
| Release Date: | September of 2021 |
| Language: | English |
| Format: | eBook |
| File Format and Compatibility: | |
| Collection: | Graduate Texts In Mathematics |
| Categories: |
eBooks in English
>
Science
>
Mathematics
|
| EAN: | 9783030789398 |
| Acessibilidade: | Ver características de acessibilidade indicadas pelo editor |
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