Markov processes
賴聖諺先生中壢家商 下午 7:00–9:00 鴻經館 429 室Abstract:
Markov process is a stochastic process that satisfies the Markov property (sometimes characterized as "memorylessness"). In this section, we discuss several version of definition of Markov property,
and prove that Brownian motion is a Markov process.