Random Walk, Brownian Motion, and Martingales /

This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each t...

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Bibliographic Details

Main Authors:	Bhattacharya, Rabi (Author), Waymire, Edward C. (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2021.
Edition:	1st ed. 2021.
Series:	Graduate Texts in Mathematics, 292
Subjects:	Probabilities. Statistics . Probability Theory and Stochastic Processes. Statistics and Computing/Statistics Programs. Electronic books.
Online Access:	Connect to the full text of this electronic book