Advanced stochastic processes: Part II
Peer Review for material titled "Advanced stochastic processes: Part II"
User Rating for material titled "Advanced stochastic processes: Part II"
Member Comments for material titled "Advanced stochastic processes: Part II"
Personal Collections for material titled "Advanced stochastic processes: Part II"
Learning Exercises for material titled "Advanced stochastic processes: Part II"
Accessibility Info for material titled "Advanced stochastic processes: Part II"
Search all MERLOT
Click here to go to your profile
Select to go to your workspace
Click here to go to your Dashboard Report
Click here to go to your Content Builder
Click here to log out
Search Terms
Enter username
Enter password
Please give at least one keyword of at least three characters for the search to work with. The more keywords you give, the better the search will work for you.
select OK to launch help window
cancel help

MERLOT II




        

Search > Material Results >

Advanced stochastic processes: Part II

        

Advanced stochastic processes: Part II

Logo for Advanced stochastic processes: Part II
This is a free textbook offered by BookBoon.'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. Related topics which are treated include Markov chains, renewal theory, the martingale problem, Itô calculus,... More
Material Type: Open Textbook
Technical Format: HTML/Text
Date Added to MERLOT: September 30, 2013
Date Modified in MERLOT: October 24, 2013
Author:
Submitter: Cathy Swift

Quality

  • Reviewed by members of Editorial board for inclusion in MERLOT.
    Editor Review (not reviewed)
  • User Rating (not rated)
  • Comments (none)
  • Learning Exercises (none)
  • Personal Collections (none)
  • Accessibility Info (none)

About

Primary Audience: College Upper Division, Professional
Mobile Compatibility: Not specified at this time
Technical Requirements: Download book as PDF from this site.
Language: English
Cost Involved: no
Source Code Available: unsure
Accessiblity Information Available: unsure
Creative Commons: unsure

Connections





QR Code for this Page

Browse in Categories

Discussion

Discussion for Advanced stochastic processes: Part II

Log in to participate in the discussions or Register if you are not already a MERLOT member.

Return to Top of Page