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Lectures on Stochastic Analysis
- Editore:
Cambridge University Press
- EAN:
9780521336451
- ISBN:
0521336457
- Pagine:
- 140
- Formato:
- Paperback
- Lingua:
- Inglese
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Descrizione Lectures on Stochastic Analysis
This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions.
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