stochastic process

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stochastic process: Related Content

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Topics

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

Key People

Norbert Wiener.

Norbert Wiener

American mathematician

Andrey Andreyevich Markov

Russian mathematician