scientific article; zbMATH DE number 1232442
Brownian motionconditional probability and conditional expectationIto stochastic calculusMarkov chainsmartingalesoptional stopping problemPoisson processrandom variable
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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