Abstract
In the chapters that follow, we will provide a reasonably systematic introduction to stochastic processes; we start here by considering a particular stochastic process that is important both in the theory and in applications, together with some applications.
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4.9. Bibliography
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Chorin, A.J., Hald, O.H. (2013). Brownian Motion with Applications. In: Stochastic Tools in Mathematics and Science. Texts in Applied Mathematics, vol 58. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6980-3_4
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DOI: https://doi.org/10.1007/978-1-4614-6980-3_4
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