stochastic process

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stochastic process: Related Content

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Topics

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

Key People

Norbert Wiener.

Norbert Wiener

American mathematician

Andrey Andreyevich Markov

Russian mathematician