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MERLOT II




        

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Advanced stochastic processes: Part I

        

Advanced stochastic processes: Part I

Logo for Advanced stochastic processes: Part I
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: February 18, 2014
Date Modified in MERLOT: March 01, 2014
Author:
Submitter: Cathy Swift

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

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