Name: Random Walk, Brownian Motion, and Martingales (en Inglés)
SKU: 63494769
Price: 51.71 USD
Availability: InStock
Author: Edward C. Waymire;Rabi Bhattacharya
ISBN: 9783030789381

portada Random Walk, Brownian Motion, and Martingales (en Inglés)

Random Walk, Brownian Motion, and Martingales (en Inglés)

Formato

Libro Físico

Editorial

Springer Nature B.V.

Autor

Edward C. Waymire;Rabi Bhattacharya

Año

2021

Idioma

Inglés

N° páginas

414

Encuadernación

Tapa Blanda

Dimensiones

23.4x15.6 cm

ISBN13

9783030789381

Random Walk, Brownian Motion, and Martingales (en Inglés)

Edward C. Waymire;Rabi Bhattacharya (Autor) · Springer Nature B.V. · Tapa Blanda

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Reseña del libro "Random Walk, Brownian Motion, and Martingales (en Inglés)"

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 Kolmogorov-Chentsov 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 theorythroughout.

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.