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user 4281
Questions designed to get an overview of a specific subject or body of results or to understand the relations among similar definitions, techniques or concepts appearing in different sub-fields of mathematics. While such questions by their very nature sometimes cannot be made very narrow and focused, it can be helpful to keep in mind that the design of MathOverflow does not make it a good fit for questions that are too broad.
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Brownian motion, martingales, Markov Chains - Rosetta Stone
What are the most
fundamental/useful/interesting ways in
which the concepts of Brownian motion,
martingales and markov chains are
related?
I'm a graduate student doing a crash course in p …