GERAK BROWN
<b>Abstrack</b><p align=\"justify\">Brownian motion processes is one of stochastic processes which it\'s application is often meet in many fields. This paper present Brownian motion processes and it\'s variation and using of Optional Stopping Theorem to compute...
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| Format: | Theses |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/4676 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| Summary: | <b>Abstrack</b><p align=\"justify\">Brownian motion processes is one of stochastic processes which it\'s application is often meet in many fields. This paper present Brownian motion processes and it\'s variation and using of Optional Stopping Theorem to compute an expectation and probability distribution of Martingale\'s Brownian motion. |
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