Abstract
A stochastic process is a phenomenon which evolves in time in a random way. Nature, everyday life, science offer us a huge variety of such phenomena or at least of phenomena which can be thought of as a function both of time and of a random factor. Such are for instance the price of certain commodities, the size of some populations, or the number of particles registered by a Geiger counter.
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© 1999 Springer-Verlag Berlin Heidelberg
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Revuz, D., Yor, M. (1999). Introduction. In: Continuous Martingales and Brownian Motion. Grundlehren der mathematischen Wissenschaften, vol 293. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-06400-9_2
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DOI: https://doi.org/10.1007/978-3-662-06400-9_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08400-3
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