Green, Brown, and probability & Brownian motion on the line
Book information
Description
Emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included. For graduate students and researchers in probability and statistics. Softcover available.
Similar books
Markov Chains: With Stationary Transition Probabilities (Grundlehren der mathematischen Wissenschaften, 104)
Elementary Probability Theory with Stochastic Processes
2012 · DJVU
Elementary Probability Theory
2003 · DJVU
Elementary Probability Theory with Stochastic Processes
1979 · DJVU
Lectures on Boundary Theory for Markov Chains
1970 · PDF
Lectures on Boundary Theory for Markov Chains
1970 · DJVU
Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance
2003 · PDF
Markov chains with stationary transition probabilities (Die Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen Band 104)
1967 · DJVU