**Advanced Stochastic Processes**

by Jan A. Van Casteren

**Publisher**: Bookboon 2013**ISBN-13**: 9788740303988**Number of pages**: 404

**Description**:

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, Brownian motion as a martingale, Markov chains, renewal theory, the martingale problem, Ito calculus, cylindrical measures, ergodic theory, etc.

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