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Random Walk, Brownian Motion, And Martingales

by Edward C. Waymire e Rabi Bhattacharya
language: english
Publisher: Springer Nature Switzerland AG, September of 2021 ‧
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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.

Random Walk, Brownian Motion, And Martingales

by Edward C. Waymire e Rabi Bhattacharya

Property Description
ISBN: 9783030789374
Publisher: Springer Nature Switzerland AG
Release Date: September of 2021
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Hardcover
Pages: 396
Format: Book
Collection: Graduate Texts In Mathematics
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9783030789374

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