Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 2: Stochastic Models < Chapter 3

STOCHASTIC MODELS
Edited by D.P. Heyman and M.J. Sobel

CHAPTER 3
Martingales and Random Walks
H.M. Taylor

Introduction*

1. Martingales

2. The major results of martingale theory

3. Sample applications of martingale theory

4. Continuous time martingales

5. Random walks

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect

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