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Random Walk, Brownian Motion, and Martingales (Graduate Texts in Mathematics, 292) free ebook download

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Mathematics

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Author(s):	Rabi Bhattacharya

Date:	2021	Format:	rar	Language:	English	ISBN/ASIN:	3030789373
Pages:	411	OCR:		Quality:		ISBN13:
Uploader:	eternal	Upload Date:	9/22/2021 2:14:31 PM

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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. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.
Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the KolmogorovChentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theory throughout.
Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed.

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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
3035724	Book	https://k2s.cc/file/8c8c0e3af7629/303078...		0.00	eternal

Tags: Brownian Graduate Martingales Mathematics Motion Random Texts Walk

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Random Walk, Brownian Motion, and Martingales (Graduate Texts in Mathematics, 292) free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics