Random Walk, Brownian Motion, and Martingales
Rabi Bhattacharya, Edward C. Waymire
Topics & Concepts
Brownian motionRandom walkStatistical physicsMathematicsFractional Brownian motionMartingale representation theoremDiffusion processGeometric Brownian motionComputer sciencePhysicsStatisticsInnovation diffusionKnowledge managementStochastic processes and statistical mechanicsStochastic processes and financial applicationsAdvanced Thermodynamics and Statistical Mechanics