Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

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Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

818 128 53MB Read more

Brownian Motion, Martingales, and Stochastic Calculus

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Brownian Motion: An Introduction to Stochastic Processes 9783110278989

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi

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Stochastic Processes and Calculus

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Probability, Statistics And Random Processes (3rd Edition)

A book on Probability Theory and Statistics. Uploaded by GHS.

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Nonlinear Expectations and Stochastic Calculus Under Uncertainty: With Robust CLT and G-Brownian Motion 3662599023, 9783662599020

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonl

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Brownian Motion, Martingales, and Stochastic Calculus [1 ed.] 3319310887, 9783319310886, 9783319310893

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the

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Brownian motion and stochastic calculus [2 ed.] 0387976558, 3540976558, 0387965351, 1972373374, 1973213214

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Random walks, Brownian motion, and interacting particle systems 0817635092

527 62 3MB Read more