Random Walk, Brownian Motion, and Martingales by Rabi BhattacharyaEnglish | PDF,EPUB | 2021 | 396 Pages | ISBN : 3030789373 | 28.4 MB
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.