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Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book se
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Type: BOOK - Published: 1996 - Publisher: Birkhauser
The purpose of this book is to give an easy reference to a large number of facts and formulae associated Brownian motion. The collection contains more than 2500
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Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser
There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The sec
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Pages: 160
Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser
The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February
Language: en
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Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
