Random Walk, Brownian Motion, and Martingales

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Focusing on the foundational concepts of stochastic processes, this textbook delves into random walks, branching processes, Brownian motion, and martingales. It emphasizes understanding and intuition through simple examples before transitioning to formal theory. The authors aim to clarify key ideas and computations, making it an excellent resource for students seeking a solid groundwork for advanced study in the field.