A Little Book of Martingales

This concise textbook, fashioned along the syllabus for master’s and Ph.D. programmes, covers basic results on discrete-time martingales and applications. It includes additional interesting and useful topics, providing the ability to move beyond. Adequate details are provided with exercises within t...

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Bibliographic Details

Main Authors:	Bose, Arup (Author), Chakrabarty, Arijit (Author), Hazra, Rajat Subhra (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Singapore : Springer Nature Singapore : Imprint: Springer, 2024.
Edition:	1st ed. 2024.
Series:	Texts and Readings in Mathematics, 86
Subjects:	Stochastic processes. Probabilities. Stochastic Processes. Probability Theory.
Online Access:	https://doi.org/10.1007/978-981-97-4472-5
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