stochastic process

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stochastic process: Related Content

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Topics

random walk Markov process Poisson process stationary process absorbing process Ito stochastic calculus diffusion process reflecting barrier time series martingale likelihood Bayes’s theorem central limit theorem indifference birthday problem expected value

Key People

Norbert Wiener.

Norbert Wiener

American mathematician

Andrey Andreyevich Markov

Russian mathematician