@inbook{197f704c896d4e649da30dc682bd2736,
title = "Processes, Brownian Motion and Martingales",
abstract = "We remind the notions related to stochastic processes: continuity and measurability with respect to some filtration. We consider the particular case of Gaussian processes associated with a covariance function and then the Brownian motion. We end the chapter discussing the notion of white noise and the classical processes intervening in the classical stochastic calculus: martingales, local martingales and semimartingales.",
author = "Francesco Russo and Pierre Vallois",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-031-09446-0\_2",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "39--93",
booktitle = "Bocconi and Springer Series",
}