Introduction
What this guide covers
Rigorous analysis of non-differentiable continuous trajectories, the Itô calculus and probabilistic modeling of systems with diffusion.
Overview
Topics covered
- Introduction
- Brownian Motion and Related Processes
- 1. Fundamentals of Stochastic Processes
- 1.1 Definition and Theoretical Construction
- 1.2 Leaks, Stop Times and Martingales
- 2. Brownian Motion (Wiener Process)
Related concepts
Main connections
Compatible notation
Mathematical sample in LaTeX
The expression is rendered accessibly, with its LaTeX source preserved below.
View LaTeX source
X = \{X_t : t \in T\}