section 2.5 markov processes

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here we define Markov processes and show that the stock price process is Markov.
  1. General Kanki
  2. stochastic
  3. calculus
  4. finance
  5. markov process
  6. asset pricing
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I think the example of stock price is markov is unclear as you introduce markov with real prob measure but then you equate it with risk neutral measure

tim